Risk Engine Developer recruitment
Job Background/context:
The FXLM Derivatives technology team develops and supports the technology solutions for a global client base within Citigroup.
The main trading application - Simpliciti - is deployed in over 40 branches worldwide, spanning five continents, and used by over a thousand people.
The Technology team requires experienced and dynamic analyst programmers to spearhead these initiatives.
The Technology Team will involve in developing the Risk engine, Risk Client and grid development for FX Derivatives and Interest Rate Derivatives Trading System. The Team needs to have better understanding of business functions and analytical skills involved in the system.
Key Responsibilities:
- Analyse, Design, Develop, and Test enhancements for Simpliciti FX Derivatives and Interest Rate Derivatives Risk services.
- Analyse, Design, Develop, and Test enhancements for Simpliciti Interest Rate Derivatives and FX Derivatives Risk Client.
- Understand the Analytical Models involved in FX and Interest Rate Derivative while involving in development.
- Interaction with Business for application rollout.
- Support the various branch business groups and external systems during the UAT phase of the rollouts.
- Analyse and implement bug fixes and improvements to the system.
- Perform all other tasks relevant to the role as instructed by the Project Leader.
Development Value:
This role offers excellent opportunity to understand the Analytical skills, business functions and processes of Interest Rate and FX Derivatives trading as well as C#, Grid, Gemfire, OLAP and related technologies.
Skills
Knowledge/Experience:
The successful candidate will:
- Have relevant development experience.
- Have experience in design and development of PAA, risk and exotic monitoring tools for Derivatives Trading System - Preferably Interest Rate Derivatives or FX Options.
- Have better understanding of the analytical models involved in derivatives trading systems.
- Have good knowledge of derivatives trading systems - preferably FX Options or Interest Rate Derivatives - backed by experience.
- Be a team player with good communication skills and the ability to discuss issues and arrive at consensus. Should be able to work effectively in multi-disciplinary teams.
- Be able to work with low levels of supervision.
- Have experience of testing real-time, mission critical systems.
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Exceptional candidates who do not meet these criteria may be considered for the role provided they have the necessary skills and experience.
Skills:
Essential:
- Excellent C# and .NET skills.
- Work Experience in Python scripting, Gemfire, OLAP and Databases
- Very good all-round technology skills.
- Work experience in Derivatives Trading Systems
- Ability to understand analytical methods involved in Derivatives Trading System.
Competencies:
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.