Citi US | US Rates Strategist - Treasury Trading

Responsibilities

• We are seeking a highly motivated and analytical US Rates Strategist to join our dynamic Treasury Trading team.
• The successful candidate will be responsible for developing and articulating macro and micro investment strategies across the US interest rates spectrum.
• This role is integral to the trading desk, requiring close collaboration with traders to generate actionable trade ideas, provide in-depth market analysis, and contribute to the overall profitability of the business.
• We use automated processing, including artificial intelligence, for our legitimate business interests (or our reasonable and appropriate business purposes) to identify and align the candidate's skills and abilities with a specific job opening.
• Conduct comprehensive analysis of macroeconomic data (e.g., inflation, employment, GDP), geopolitical events, and monetary policy to forecast the direction of US interest rates.
• Monitor and interpret Federal Reserve communications, policy decisions, and their implications for the yield curve and related markets.
• Develop and maintain quantitative models and analytical frameworks to identify relative value opportunities and mispricings in US Treasury securities (bonds, notes, bills), interest rate swaps, futures, and options.
• Present market views, strategic outlooks, and specific trade recommendations to traders, sales teams, and senior management.
• Work directly with traders on the desk to refine trade ideas, structure positions, and manage risk.
• Provide real-time analysis and commentary on market-moving events and data releases.
• Assist in the development of new analytical tools and processes to enhance the desk's trading capabilities.
• Engage with institutional clients to discuss market views, present investment strategies, and build the firm's franchise.
• Contribute to client-facing publications and marketing efforts.
• Generate and articulate clear, concise, and actionable trade ideas for the Treasury trading desk.
• Produce high-quality written research, including daily market commentary, thematic deep-dives, and ad-hoc analysis for internal distribution.

Requirements

• Experience: 3-7+ years of experience in a rates strategy, fixed income research, or macro-focused role at an investment bank, hedge fund, or asset manager.
• Education: Bachelor’s degree in a highly quantitative field such as Finance, Economics, Mathematics, Statistics, Physics, or Computer Science.
• Knowledge: Deep expertise in US interest rate markets, including cash Treasuries, futures, options, and swaps.
• A thorough understanding of fixed income mathematics and yield curve dynamics is essential.
• Strong quantitative, analytical, and problem-solving skills. Proven experience in building and maintaining financial models.
• Proficiency in programming and data analysis using Python (with libraries like pandas, NumPy, SciPy) and/or R.
• Experience with database querying (SQL) is also required.
• Proficiency: Experience with financial data providers such as Bloomberg, Reuters, and Haver Analytics.
• Experience with advanced statistical and machine learning techniques applied to financial time-series data.
• Excellent written and verbal communication skills, with the ability to distill complex topics into clear and actionable insights.
• Ability to perform under pressure and manage multiple tasks in a fast-paced trading floor environment.
• Strong interpersonal skills and a collaborative, team-oriented mindset.

Citi US

Citi US is an employer hiring in India (sector: BFSI / Investments / Insurance).

Its finance, accounts, audit and tax openings in India are mostly in New York, Getzville, Tampa and Miami.

• Industry: BFSI / Investments / Insurance