Job Purpose:

AVP - Java Developer for Markets Risk and P&L 

Job Background/Context and Key Responsibilities:

The Markets Risk and Analytics Platform team is building the next generation of risk, P&L and analytics systems for Citi’s Markets businesses. 

The team is utilizing cutting edge technology to meet complex trader, supervisory and regulatory requirements and the demands of an increasingly electronic business.

The risk systems need to work at scale across Rates, FX, Equities, Commodities etc.  The systems are large distributed systems based on micro services and stream processing.  The team is using Kubernetes and cloud environments to scale as required with 10s of thousands of cores.

The systems are critical to the business so thorough automated testing and analysis is required.

The development position involves:

• Participation in a fast-paced Agile development process
• Development of high-quality software, emphasizing simplicity, maintainability and reuse
• Participation in code and design reviews
• Working proactively on diverse and innovative solutions
• Requirements analysis and capture, working closely with the business and business aligned teams to define solutions
• Good communication with support, other development and infrastructure teams
• Thorough testing including test automation and performance/load testing
• Contributing to architectural standards, development best practices, and promoting adherence to these standards
• Contributing to architectural and technical evolution of the parallel computation framework and APIs

Key Relationships:

• Risk/Pricing development teams in London, New York, Tokyo, Sydney etc.
• Quant analytics development teams

• Traders and Desk/Business Heads

Qualifications and Skills:

The ideal candidate would be a developer with solid Computer Science or Software Engineering foundation, who is keen to advance their knowledge and competency. They would have keen interest in solving complex problems using data science.

Required Skills

• Working experience with Java.

• Academic or working experience with Data Science.

• A self learner.

• Good communication skills and capability to work and guide other developers in data science related projects.

• Working or academic experience with Graph Theory.

Desirable Skills

• Working experience with object oriented design.

• Basic Python

• Working experience with Kafka.

• Basic C/C++

• Basic JavaScript / React

• Basic Groovy or Kotlin.
• Familiarity with databases particularly NoSQL e.g. MongoDB, Couchbase, etc.

• Experience with Kubernetes

• Experience with Linux

• Experience with Machine Learning.

• Working experience with integration and unit testing.

• Masters degree in Computer Science or other engineering subject.

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

Valuing Diversity: Demonstrates an appreciation of a diverse workforce. 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.