Desk Assistant - Structuring

At Citi Markets, we win together. In a rapidly changing world, our shared vision gives us the clarity, agility and global perspectives we need to shape the future. That's why collaboration plays a central role in how we deliver for clients, develop our people, and grow our business. Our Equity Structuring desk designs and trades a wide range of complex structured equity products — from vanilla structured notes through to highly sophisticated OTC exotic derivatives — for a diverse base of institutional and private clients globally. Whatever the opportunity, our people bring expertise, insight and an honest desire to help one another, and every new product line creates new possibilities. As an AVP, Desk Assistant – Structuring within Citi's Equity Structuring business in Belfast, you will provide critical quantitative, operational, and first-line pricing support to a high-performing Multi Asset Structuring Group. Operating under the close supervision, mentorship, and structured framework of the London Structuring team, this is a genuinely compelling opportunity offering deep, hands-on exposure to the full lifecycle of complex exotic derivatives — including autocallables, barrier options, and the rapidly expanding autocallable ETF business. You will operate as a key bridge between junior sales, traders, and London structurers, handling vanilla pricing, validating trade economics, and ensuring robust quality control. For an analytically driven professional, this role offers a clear and fast pathway into front-office structuring. Primary Responsibilities of the Role Pricing Support to Sales:  Serve as the first point of contact for junior sales staff requiring assistance with vanilla and straightforward derivative pricing; independently handle standard queries using pre-approved templates and tutorials, while strictly escalating non-vanilla or ambiguous requests to the London team. Pricing Quality Control:  Cross-check prices produced by or for sales before client communication, validating all key inputs (rates, vols, spots, notionals, tenors, and day count conventions) and maintaining a detailed log of all checks, errors identified, and corrections made. Trade Booking Support:  Help book vanilla and straightforward structured trades accurately and on time upon trade confirmation; validate trade economics against original term sheets and collaborate with Sales and Trading to ensure smooth trade capture while helping teach junior sales to capture flow comfortably. Documentation, Tracking, & Reporting:  Diligently follow all how-to guides and step-by-step procedures provided by London; maintain a daily log of pricing requests, booked trades, and issues encountered, producing regular summaries for London review and active participation in structured check-ins. Flow Analysis & Inventory Monitoring:  Generate detailed trade interest summaries for exotic flow transactions (synthesizing pricing, payoff mechanics, and risk parameters) and monitor secondary note inventory to identify monetization opportunities. Process Automation:  Collaborate with Technology teams to automate and enhance manual workflows and tactical reporting frameworks using Python and VBA. What We Need from You Relevant experience in a structuring support, exotic derivatives trade support, financial engineering, quantitative middle office, or closely related markets role within a global investment bank. Solid understanding of equity derivatives, basic option pricing theory (Black-Scholes, Greeks analysis), and straightforward structured products. Advanced proficiency in Microsoft Excel and VBA, with the ability to maintain and enhance tactical pricing tools and reporting frameworks; hands-on Python and AI experience is highly preferred. Exceptional attention to detail with a disciplined, control-oriented mindset, comfortable working methodically under tight time pressure. Excellent communication skills, with the ability to liaise clearly and simply with