Analytics Lead Java - Irving - C14/SVP

Citi is looking for an experienced technical leader with in-depth knowledge of Object-Oriented Analysis & Design and Core Java, to help develop & maintain Counterparty Credit Risk Technology solutions for Basel and Internal risk management

Team Background:

The Credit Risk Technology - RWA Team is responsible for delivering Counterparty Credit Risk Management software solutions to Citi's Finance & Risk organization which manages Citi's exposure to financial institutions, governments and corporates that trade with Citi. The team builds and maintains software used to compute risk metrics. The solutions include consumption of trades, collateral, market data, counterparty and security reference data from over 50 sources, and the computation of optimal margin allocation for portfolios and trades, haircut for security and cash collateral, trade and collateral liquidity, collateral concentration levels and wrong way risk, amongst others that feed into the computation of Exposure at Default (EAD), Risk Weighted Assets (RWA), Pre-Settlement Risk (PSE), and Settlement Risk

Responsibilities:

• Provide technical and analytical expertise in support of the Capital Markets products trading function across asset classes.
• Develop systems and functionalities to calculate the potential exposure, Exposure at default and Risk weight.
• Collaborate with internal stakeholders including Quantitative Analytics, Risk Analytics & Model Risk Management teams and provide technical guidance & assistance with regard to existing functionalities and improvements.
• Manage a team of Java developers.
• Update, optimize and maintain applications required for back-testing, impact studies and stress testing.
• Monitor regulatory changes and conceptualize, develop, implement, troubleshoot and maintain system updates to ensure compliance.
• Develop technical components across sub-projects and coordinate activities between infrastructure team for application/infrastructure setup.
• Implement control and risk implementation procedures, and adhere standards and processes defined by organization.
• Build software applications using Java build tools Bitbucket, Maven, Jenkins, or Artifactory;
• Use Agile/Scrum methodology in executing projects;
• Develop, Test , Debug and Manage application using Eclipse, IntelliJ IDEA, Putty, JIRA, Visual VM, Unix, Oracle SQL Developer, Autosys, and Mongo Compass; and
• Develop, credit risk management applications that relate to Risk, Basel, and Capital Markets products - Repo, Security Lending, Margin Loans, Fixed Income and Agency Lending.

Ideal background

• Expertise in building robust, scalable, and maintainable applications with 15+ years of development experience, preferably in the Capital Markets Technology industry
• Hands-on experience in Web technologies (HTML, CSS, React JS), REST-APIs, and Backend using Java/J2EE technologies
• Experience with Agile software development processes with a strong emphasis on test driven development
• Strong knowledge of CI/CD pipelines and experience in tools such as JIRA, BlackDuck, SONAR etc.
• Deep understanding of JVM internals such as class loading and memory management
• Ability to evaluate design trade-offs and document choices effectively
• Demonstrated capacity to build sophisticated tooling for development and production team use

Ideal skillset

Extensive practical experience working with most if not all the technologies listed below:

• Expertise in Object Oriented Analysis & Design, and Design Patterns
• Design, development and implementation of applications using Core Java, Advanced Java/J2EE, Java Database connectivity (JDBC), Java Web Services, Microservices, Distributed Caching
• Test Driven Development (TDD) including mock & regression tests and continuous integration (Jenkins, CruiseControl)
• Software Configuration Management (GIT/BitBucket); & Memory Detection tools including Visual VM
• Expertise in Spring Framework including Spring Core, Spring Batch, Spring Integration, and Spring Data;
• Automation of build and release process
• Capital Markets products - Repo, Security Lending, Margin Loans, Fixed Income and Agency Lending.
• Basel II/ IIa/ III and Risk Management would be an advantage
• Mentoring global team members
• Databases - RDBMS preferably Oracle, NoSQL preferably MongoDB
• Familiarity with Linux environment including scripting skills
• SDLC/Dev Ops - Git/BitBucket, CI/CD pipeline frameworks such as Jenkins, SonarQube, JIRA

Nice to have

• Exposure to Counterparty Credit Risk RWA and Capital Markets
• Working knowledge of Basel III and Risk Management

Qualifications/Education

• B.S/MS. in Computer Science, Engineering or a related technical field
  • 10+ years of relevant experience
  • Experience in applications development
  • Experience in management
  • Experience managing global technology teams
  • Working knowledge of industry practices and standards
  • Consistently demonstrates clear and concise written and verbal communication

Job Family Group:
Technology

Job Family:
Applications Development

Time Type:
Full time

Primary Location:
Irving Texas United States

Primary Location Full Time Salary Range:
$156,160.00 - $234,240.00

In addition to salary, Citi's offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.

Anticipated Posting Close Date:
Jan 23, 2025

Citi is an equal opportunity and affirmative action employer.

Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

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