Nonlinear Rates Risk Technical Analyst – Vice President

Citi • New York, NY

9d

About The Position

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 Vice President role requiring at least 8 years relevant experience

Requirements

• 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
• Vice President role requiring at least 8 years relevant experience

Nice To Haves

• Engineering or Mathematics background is preferred
• Experience of working with virtual teams will be preferred

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

What This Job Offers

• Job Type: Full-time
• Career Level: Mid Level
• Education Level: No Education Listed