The Core Java Lead Developer is a senior level position responsible for establishing and implementing new or revised application systems and programs in coordination with the Technology team. The overall objective of this role is to lead applications systems analysis and programming activities.

The Citirisk Market Risk application captures and processes large volume of factor sensitivity (FS) records for trading units. This application runs Monte-Carlo simulation to calculate Value-at-Risk (VaR) and Component Value-at-Risk (CVaR) that are used for internal risk and regulatory risk monitoring. The applications include batch processing, report generation, Monte-Carlo simulation, Adhoc stress calculation and risk portal.

The Core Java Lead Developer is a senior level position in Market Risk Data management team responsible for design, develop and support market risk batch module for processing and enrichment of factor sensitivity data collected from front office risk systems, store the data in relational database and big data platform, send data to VAR calculation engine for VAR calculation.

Responsibilities:

• Partner with multiple management teams to ensure appropriate integration of functions to meet goals as well as identify and define necessary system enhancements to deploy new products and process improvements
• Resolve variety of high impact problems/projects through in-depth evaluation of complex business processes, system processes, and industry standards
• Provide expertise in area and advanced knowledge of applications programming and ensure application design adheres to the overall architecture blueprint
• Utilize advanced knowledge of system flow and develop standards for coding, testing, debugging, and implementation
• Develop comprehensive knowledge of how areas of business, such as architecture and infrastructure, integrate to accomplish business goals
• Provide in-depth analysis with interpretive thinking to define issues and develop innovative solutions
• Serve as advisor or coach to mid-level developers and analysts, allocating work as necessary
• Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency.
• Develop and optimize scalable Java data pipelines for processing and analyzing large scale financial data.
• Design and implement distributed computing solutions for risk modeling, pricing and regulatory compliance.
• Ensure efficient data storage and retrieval using Big Data.
• Implement best practices for performance tuning of both Java processes and SQL query.
• Design and implement distributed computing solutions for risk modeling and regulatory compliance.
• Maintain high code quality through testing, CI/CD pipelines and version control (Git, Jenkins).
• Work on batch processing frameworks for Market risk analytics.

Qualifications:

• 6-10 years + of experience in software development with focus on core Java and relational databases
• Strong proficiency in core Java and application performance tuning. Knowledge with Flink is a plus
• Strong proficiency in SQL and SQL performance tuning. Experience with Oracle is preferred
• Experience working in financial markets, risk management and financial instruments.
• Familiarity with market risk concepts including VaR, Greeks, scenario analysis and stress testing.
• Proficiency on Git, Jenkins and CI/CD pipelines.
• Excellent problem-solving skills and strong mathematical and analytical mindset.
• Ability to work in a fast-paced financial environment.

Education:

• Bachelor’s degree/University degree or equivalent experience
• Master’s degree preferred

This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.

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Job Family Group:

Technology

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Job Family:

Applications Development

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Time Type:

Full time

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Most Relevant Skills

Please see the requirements listed above.

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Other Relevant Skills

For complementary skills, please see above and/or contact the recruiter.

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Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.

 

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