Fixed Income Structurer

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

• Price and structure rates derivative trades that balance client goals with market, credit, funding and capital costs
• Model payoffs and run risk and P&L scenarios for new product approvals
• Build custom back-tests to support client pitches
• Prepare materials and join client meetings with sales
• Work with risk, legal and compliance on controls for each structure

What they ask for

Required

• 6-12 years structuring fixed income or derivatives
• Deep knowledge of complex derivative features and pricing mechanics
• Payoff modelling and scenario analysis
• Translating client needs into structures
• Presentation skills
• Bachelor's degree or equivalent

Preferred

• Structuring across both rates and credit
• Repo and total return swap exposure
• Repack structures for US insurers
• Credit linked notes
• Master's in a quantitative or finance field

Education

Bachelor's degree or equivalent; master's or postgraduate qualification preferred

Experience

6-12 years structuring fixed income or derivative products

Markets

fixed-income, credit

How to prepare

• Price swaps, swaptions and callable notes from a calibrated rates model
• Learn how CVA, funding and capital costs change the price a client sees
• Build a payoff and back-test worksheet for a structured note
• Study credit linked note and repack mechanics

What to study

• Fixed Income and Interest-Rate Models
• Derivatives Pricing and Computational Finance
• Advanced Derivatives and Exotic Options
• Counterparty Credit Risk and CVA

Apply

Read the full posting on Citi’s site before applying: requirements, location and pay can change after we check them.

View the posting on Citi’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Citi and doesn’t handle applications.

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