Nonlinear Rates Risk Technical Analyst – Vice President

Citi • New York, NY

18d

About The Position

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.

Requirements

• 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

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

Benefits

• 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.

What This Job Offers

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