Citi Group Commodities XVA Trader VP - PARIS Hybrid 

France, Ile-de-France, Paris 

356810807

XVA Trader, VP – Paris

You will work alongside an established CVA/XVA trading desk managing all aspects of deal pricing, book management and projects. You will be employed by Citigroup Global Markets Europe (CGME) and be responsible for the commodities XVA PnL with an additional oversight for CGME PnL for the overall commodities business.

What you will do will be varied day to day, but the key drivers for the role are:

• Provide XVA, funding and capital pricing to Sales and Structuring desks.
• Optimize costs of the CVA/XVA trading books as well as capital usage of the commodity business.
• Work with quant and IT groups on modelling improvements.
• Create, optimize, and manage desk tools and reports.
• Ensuring CGME limits are followed and liaison with CGME market risk as well any other local entity requirements.
• Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance to ensure appropriate governance and control infrastructure.
• Build a culture of responsible finance, good governance and supervision, expense discipline and ethics.
• Appropriately assess risk/reward of transactions when making business decisions, demonstrating proper consideration for the firm’s reputation
• Be familiar with and adhere to Citi’s Code of Conduct and the Plan of Supervision for Global Markets and Securities Services
• Adhere to all policies and procedures as defined by your role which will be communicated to you.
• Obtain and maintain all registrations/licenses which are required for your role, within the appropriate time.
• Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behaviour, conduct and business practices, and escalating, managing and reporting control issues with transparency.

What we will need from you:

• You will need to have some relevant trading experience in commodities, XVA or complex derivatives.
• This role will collaborate with various teams including Sales & Structuring to contribute to deal structuring; therefore, you will need to demonstrate teamwork skills both within, and across teams.
• Consistently demonstrate clear and concise written and verbal communication
• Undergraduate degree in Maths, Science, Engineering, Economics, or related fields
• Extremely strong analytical and mathematical skills, with the ability to program a strong bonus.
• Ability to act and make decisions independently, with diligence.

By joining Citi Paris, you will not only be part of a business that has a hybrid working model (up to 2 days working at home per week), but also receive a competitive base salary (which is annually reviewed) and enjoy a whole host of additional benefits Pension Plan.

This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.

Time Type:

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