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Hi,I've joined the structured products desk at Citigroup. Could anyone guide me, as to what should I be doing in terms of reading to essentially obtain a good view of the markets, and develop strong concepts to suit this job. Structuring involves Typically FX and Interest Rate Derivatives.Also I want to strengthen my VBA skills(related to prcing of derivs). Is there any website/book that will help me to do so.Thanks.

Depends. What kind of products will you be working on? Who runs the desk threre? I think I know a few people there.

I generally aim people at Mike Staunton's Excel book, which they sell on the Wilmott bookshop.Which City are you in ?