Rafal Cyza currently serves as the Director of Quantitative Analysis at Citi, where he plays a pivotal role in advancing the quantitative and technological capabilities of the Local Markets (CEEMEA) Rates and Bonds Trading division. With over 20 years of extensive market experience, Rafal has...
Rafal Cyza currently serves as the Director of Quantitative Analysis at Citi, where he plays a pivotal role in advancing the quantitative and technological capabilities of the Local Markets (CEEMEA) Rates and Bonds Trading division. With over 20 years of extensive market experience, Rafal has developed a robust track record in PnL generation, showcasing his expertise in fixed income products, including FRA and swaps. His leadership extends beyond individual contributions; he has successfully overseen teams, fostering a culture of collaboration and innovation while mentoring traders to enhance their skills and market acumen.
At Citi, Rafal has spearheaded several key projects aimed at optimizing e-trading processes for Local Markets Rates. His work on yield curves, pricing and distribution controls, and algorithm development has significantly improved trading efficiency and accuracy. As a member and chair of various market committees, he actively contributes to shaping market practices and standards, ensuring that Citi remains at the forefront of industry developments.
Rafal's deep understanding of macroeconomic trends and technical architecture allows him to navigate complex market dynamics effectively. His proficiency in PnL attribution and portfolio management further strengthens his ability to deliver actionable insights that drive profitability. Based in both Warsaw and London, Rafal is well-positioned to leverage his extensive network and market knowledge, making him a key asset to Citi's strategic initiatives in the rapidly evolving landscape of local markets trading.
