Citi Markets and FRM Technology are looking for mid to senior Java engineers to join the FRM Technology Team that is developing a strategic stress engine calculators estimating liquidity forecast according to regulatory requirements (RLAP/S2).
This is a challenging and exciting opportunity to work within FRM 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
• 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 batch frameworks such as Hive, Spark, Tez
• Understanding of Yarn cluster architecture
• Knowledge of financial liquidity and collateral management
• 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.