Citi Markets and Securities Services Technology are looking for mid to senior Java engineers to join the G10 Rates Risk Technology Team that is developing a strategic real time risk system data.

The types of project undertaken by the team ranges from architecture decisions, regulatory driven, business process automation, intraday risk, to large scale risk and valuation impacting changes. This is a challenging and exciting opportunity to work within G10 Rates Risk Technology, cooperating with multiple trading desks, market risk managers and financial controllers to develop this strategically important platform.

Responsibilities:

Working closely with business teams to define plans and solutions to provide a stable, agile, and user friendly risk platform
Liaise with internal development teams including the common platform team to drive towards a world class risk application
Deliver an architecture which will facilitate cumulative functionality to increase at a higher rate than it does today
Deliver on time regulatory commitments
Be proactive and ensure the software developed by the Team remains compliant with prescribed best practices
Properly document work.

Skills & Experience:

Must Haves

• Solid knowledge of Java core - Collections, Concurrency, Memory Model, Garbage collection - 3+ years
• Demonstrable experience in actively contributing to project delivery for both small and large scale projects.
• Strong communication skills, oral and written
• Advanced / Fluent English, both
• Ability to apply sound technical skills and knowledge of the Rates business to develop creative solutions to meet client and business needs
• Experience of test driven development and of continuous integration platforms
• Ability to recognize and work with recursive data structures of different forms as well as an understanding of standard programming algorithms.

Nice to haves

• Experience working with scalable streaming platforms such as Beam, Flink, Spark or Samza
• Knowledge of financial derivatives pricing and risk, ideally of interest rate derivatives
• Experience of working with commercial or in-house quant pricing libraries
• Understanding of Agile software development methodology

What we offer:

• Opportunity to work in a diverse and inclusive environment.
• Collaboration with a high quality team in a challenging areas of the financial industry and Team support.
• Exposure to a wide range of internal stakeholders as well as to senior management.
• Great place to work.
• Work with new technologies.
• Many different learning opportunities.
• Flexible working environment.
• Attractive conditions of employment and benefits.