Global Agency Securities Finance Quant Trader, VP – Hong Kong

Discover your future at Citi

Working at Citi is far more than just a job. A career with us means joining a team of more than 230,000 dedicated people from around the globe. At Citi, you’ll have the opportunity to grow your career, give back to your community and make a real impact.

Job Overview

Agency Securities Finance (ASF), within Services, partners with institutional investors to enhance their portfolio returns within the global securities finance markets. Citi's key strengths include unsurpassed global branch network, open architecture, robust risk management, real-time controls, program flexibility, product innovation, dynamic reporting, and overall market leadership. ASF is also viewed as a critical source of liquidity in both the equity and fixed income markets as well as a significant liquidity provider in global short term money markets through its cash management operations.

Citi provides 24 hour trading coverage and client services through its business locations in Sydney, Hong Kong, London, Dublin, New York and Tampa. Citi’s strategic presence in these locations is designed to align our business with our client base, and provide a platform to target new client mandates. Our traders execute securities lending transactions for leading global institutional investors including Sovereign Wealth Funds, Pension Funds, Insurance Companies, ETF Issuers, and Mutual Funds. Leveraging our market-leading combination of securities lending expertise, local branch network, and breadth and depth of supply enables us to create mutually beneficial opportunities for both lenders and borrowers alike.  

RESPONSIBILITIES:

• Participate in daily trading activities to maximize our clients’ portfolio performance.
• Develop and maintain relationships with borrowers to optimize securities finance opportunities.  
• Identify and present trading opportunities to capitalize on special situations and latent holdings.
• Design and develop analytical applications for traders and senior management to visualize action opportunities for lending.
• Build predictive and computational pricing models (C# / Python) for price discovery using numerical, statistical and machine learning techniques.

• Facilitate research & product development for new trading markets & strategies.     
• Exceed revenue, profitability, and return on capital targets through optimal execution and broadening client base.
• Interface with global business/trading, operations, technology, and client relationship teams to develop expertise of the Securities Services systems and the client analytics needs to actively contribute to the roadmap and evolution.

SPECIFIC SKILLS REQUIRED

TECHNICAL SKILLS:

• Securities Lending, Prime Finance, or Delta One trading experience required across either equity or fixed income products.
• Technical/programming skills; Expertise with SQL, C#, R or Python and data visualization tools such as Qlikview for full stack data analysis, insight synthesis and presentation.
• Practical understanding of APAC markets
• Experience with developing, testing, and implementing models with large datasets using tools like SQL, Qlikview, MATLAB is a plus.

COMPETENCIES:

• Ability to multitask and work under time pressure.
• Self-motivation and entrepreneurial disposition.
• Ability to build and sustain working relationships across internal teams & external counterparties
• Strong verbal communication and quantitative analytical skills.
• Hands on problem solver, diligent, motivated by challenging projects.
• Collaborate closely with Traders, Structurers, and technology professionals

This position falls under the Mandatory Reference Checking (MRC) Scheme, a standardised reference-checking arrangement that is designed to support the integrity of authorized institutions regulated by the Hong Kong Monetary Authority. The MRC Scheme requires an in-scope institution intending to hire an individual for certain relevant positions to conduct a mandatory reference check on that individual, by requesting information about them from each relevant former and current employer. By applying for this role, you acknowledge that your reference may be shared with other participating banks in accordance with the scheme’s principles.  For further details, please refer to the public website of HKAB

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Job Family Group:

Product Management and Development

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Job Family:

Trade Structuring

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Time Type:

Full time

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Most Relevant Skills

Please see the requirements listed above.

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Other Relevant Skills

For complementary skills, please see above and/or contact the recruiter.

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