Apps Dev Sr. Programmer Analyst recruitment
The Risk Treasury business is responsible for funding the firm's liquidity in all major currencies. This is a global business based across 5 regional hubs which trade a wide range of interest rate products e.g. money market, swaps, swaptions, options, futures, bonds, repos, etc.
The team is currently working on a high-profile and business critical initiative to provide the Global Risk Treasury business with a consolidated cross asset Risk/PnL solution which uses Citi internal analytic libraries.
To deliver this the RT technology team are developing:
- Trade translation services.
- Central trade repository
- Curve builder(s) to publish/manage risk curves
- Risk/valuation analytics
- Front-ends solutions for viewing risk/pnl, etc.
- Simpliciti Risk Engine in partnership with the Rates technology group to perform risk scenarios.
- Cube/Data warehouse for reporting purposes.
Additional systems within European Risk Treasury include:
- Intellect which is used for deal capture, risk and position management. Intellect Treasury application is a J2EE based vendor product.
- Systems such as TRIPL, PAA and Cube browser are used for PL, Profit Attribution Analysis and various cash flow, risk, user defined reporting.
- This suite of application is built in-house on .Net platform.
- Development teams are based in London, NY, Toronto offshore in India
- The production support is located in Belfast.
A C#/.net developer is required to work on:
- The real-time risk programme on development within Simpliciti, Cube, FREE, GUI (C#/WPF), OLAP reporting, etc.
- The .Net suite of applications (TRIPL, PAA, Cube browser)
- Building new suite of trader .Net analysis applications.
- System design/architecture.
The successful candidate will be joining the European Risk Treasury Finance Desk Technology department.
Key Responsibilities:
- Develop understanding of strategic platforms in relation to risk PNL
- Work with technical leads on systems architecture technical design for key initiatives.
- Deliver risk PnL solutions for Risk Treasury in dp Analytics using Simpliciti/FREE
- Develop suite of .Net(C#/WPF) trading tools to assist traders with pricing analysis
- Design, development, testing and implementation for business initiated enhancements
- Design, development, testing and implementation for .NET/C# GUI
- Provide bug fixes for production issues
- Produce estimates for minor and full development projects
- Build system test cases and business test cases where required
- Ensure adherence to Citi SDLC standards and CITMP policies
- Work with the production support team where required on post implementation issues
Skills
Key Relationships:
- Risk Treasury Finance Desk business globally
- Risk Management
- Product Control
- Operations
- Funding Team
- DP Analytics Team
- Other technology teams part of Real Time Risk initiative
- Risk Treasury Finance Desk technology team across all 5 hubs
- Risk Treasury Finance Desk application support team
- Controls, Compliance and Quality team
- Information Security Officer
- Treasury Technology channel architect
Development Value:
- Exposure to the Risk Treasury Finance Desk businesses
- Opportunity to build business partnerships with senior traders and business managers
- Working on the most critical business need i.e. the Risk/PnL program
Knowledge/Experience:
- Good business analysis and problem solving skills
- Familiar with the full software development lifecycle through proven delivery to a front office business
- Self-starter with pro-active attitude, looking to implement continuous improvement
-
Exceptional candidates who do not meet these criteria may be considered for the role provided they have the necessary skills and experience.
Skills:
Key:
- Visual C#.NET
- WPF MDX
- SQL Server Analysis Services (SSIS, SSRS)
- SQL Server and stored procedures
- ADOMD.NET
Desirable:
- Python scripts
- Team Foundation Server
- Oracle database and stored procedures
- Java, J2EE, Weblogic
- VBA
Competencies:
- Ability to build and maintain productive relationships with other members of the department and other technology teams.
- Ability to prioritise multiple tasks in a pressured environment
-
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.