Nonlinear Rates Risk Technical Analyst – Vice President

Job Background

Rates Technology is looking to hire an experienced Technical Analyst based in NY. This is a global team with a client base spanning 70+ countries. This role will be within the Risk Technology team and focusing on the solution of Nonlinear Rates business.

Risk Technology is focused on delivering solutions to the Rates Trading desks. This team develops and maintains a complete suite of Risk technology solutions, for both the Rates and FX (including Derivatives) Businesses. This role will provide a unique opportunity to gain exposure to different asset classes in a Tier 1 investment bank.

Key Responsibilities

Working with the Trading Businesses to deliver large-scale projects

Managing relationships with various stakeholders (Desk Heads, Business managers, Quants, Other technology teams)

Defining business requirements, functional specification and technical specifications

Drive adoption of new quant models including validation of Risk valuations

Building and rolling out new products in the Risk Management systems

Improving development processes: Includes testing deliverables and reviewing Controls

Improving the Engineering of the Technology platform

Essential Experience/Skills

Vice President role requiring at least 8 years relevant experience

Java, Python or .NET (C# preferred) background, with good understanding of IT fundamentals

Knowledge of advanced SQL queries, stored procedures, user defined functions, views, triggers, scripts and cursors

Knowledge of writing high quality unit and integration tests. Understanding of pytest framework is a plus.

Strong, demonstrable debugging skills using tools from a variety of IDEs (PyCharm, Eclipse…).

Engineering or Mathematics background is preferred

Strong written and verbal communication skills

Proven ability to conduct research/analysis, organize findings and build plans

Knowledge of financial markets and Risk

Exposure to Fixed income (including Derivatives) products

Experience of working with virtual teams will be preferred

Exceptional candidates who do not meet some of these criteria, may be considered for the role, provided they have relevant skills and experience.

Valuing Diversity:

Demonstrates an appreciation of a diverse workforce in global locations. Appreciates differences in style or perspective and uses differences to add value to decisions or actions and organizational success.

Citi is an Equal Opportunities Employer

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Job Family Group:

Technology ------------------------------------------------------

Job Family:

Applications Development ------------------------------------------------------

Time Type:

Full time ------------------------------------------------------

Primary Location:

New York New York United States ------------------------------------------------------

Primary Location Full Time Salary Range:

• $142,320.00 - $213,480.00
• 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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Most Relevant Skills

Please see the requirements listed above. ------------------------------------------------------

Other Relevant Skills

For complementary skills, please see above and/or contact the recruiter. ------------------------------------------------------

Anticipated Posting Close Date:

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