Analytics Lead Java/C++ - Rutherford - C14/SVP

Citi is looking for an experienced team leader with in-depth knowledge of object oriented technologies required for critical effort to build an analytics platform for counterparty credit risk exposure calculations. The candidate should have strong knowledge of derivative products and regulatory reporting needs.

Responsibilities:

• Provide technical and analytical expertise in support of the derivative trading function across asset classes.
• Develop systems and functionalities to calculate the potential exposure and expected exposure.
• Utilize Monte Carlo to calibrate model requirements and address regulatory requests.
• Collaborate with internal stakeholders including Quantitative Analytics, Risk Analytics & Model Risk Management teams and provide technical guidance & assistance with regard to existing functionalities and improvements.
• Manage a team of C++ and Java developers
• Update, optimize and maintain applications required for back-testing, impact studies and stress testing.
• Monitor regulatory changes and conceptualize, develop, implement, troubleshoot and maintain system updates to ensure compliance.
• Develop technical components across sub-projects and coordinate activities between infrastructure team for application/infrastructure setup.
• Implement control and risk implementation procedures, and adhere standards and processes defined by organization

Qualifications:

• 10+ years of relevant experience
• Experience in applications development
• Experience in management
• Experience managing global technology teams
• Working knowledge of industry practices and standards
• Consistently demonstrates clear and concise written and verbal communication

Education:

• Bachelor’s degree/University degree or equivalent experience
• Master’s degree preferred

Desired Skills:

• Expertise in Object Oriented Analysis & Design, and Design Patterns
• Design, development and implementation of applications using C++, Boost, STL and Java
• Developing quantitative models using mathematical and statistical techniques such as the Monte-Carlo simulation methods.
• Test Driven Development (TDD) including mock & regression tests and continuous integration (Jenkins, CruiseControl)
• Software Configuration Management (CVS and SVN); & Memory Detection tools including Purify and Valgrind simulation methods;
• Grid Computing/Distributed Systems and high performance computing libraries (such as MKL and uBLAS);
• Automation of build and release process
• OTC derivatives pricing
• Basel II/ IIa/ III and Risk Management would be an advantage
• Mentoring global team members

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Job Family Group:

Technology

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Job Family:

Applications Development

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Time Type:

Full time

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Primary Location:

New York New York United States

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Primary Location Full Time Salary Range:

$176,720.00 - $265,080.00

In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.

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Anticipated Posting Close Date:

Oct 28, 2024

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Citi is an equal opportunity and affirmative action employer.

Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

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