The MSST Risk Services Technology team actively develops and enhance a set of strategic cross-business services which have a direct bearing on how Citi Capital Markets manages risk arising from trading, including both market and counterparty credit risks.
We support traders, salespeople, risk managers, financial controllers and operations staff who located mostly in London, New York and Tokyo.
Most of our development activity is focused on building towards a single risk management platform - a modern, large-scale, grid computing and data warehousing solution serving our global client user base.
This risk platform is unique in scope, spanning both Trading and CVA (Credit Valuation Adjustment) books, supporting all trading products, and operating in real-
time across the global trading day. It will deliver flexible query and reporting based on daily loads of many billions of risk measures.
Components that make up this platform include market and trade data management services, batch scheduling, a Compute API , a common risk store, a UI framework and a set of reference data maintenance and resolution services spanning CVA, OIS Discounting and more.
The platform is a mixture of new components, and existing ones being refactored to closer adhere to MSST’s Development Principles of Engineering Excellence :
We have development teams located in London, Singapore, Chennai, Shanghai and Warsaw and also collaborate with teams in many more sites.
Continuous integration; Code Quality (static / dynamic code analysis); Single-click deployment; Open & Discoverable. Job Purpose : An experienced java developer is required to work within the MSST Risk Services Team towards the continued development of their risk technology services.
This role will focus on building a strategic trade and market data repository for multiple product areas for EOD and real time retrieval and risk computation serving both FO risk and regulatory use cases.
This is greenfield development of a strategic system for Temporal trade, position and market data analytical environment management, supporting intraday, CCAR, back testing and other emerging use cases aligned with one of the most important risk consolidation strategies in the firm.
It will involve significant interaction with traders, risk and finance managers, as well as with IT teams and managers across multiple asset classes.
Job Background / Context : This is a challenging and exciting opportunity to work on complex and challenging Front Office risk projects within Markets Technology, cooperating with multiple teams to develop this franchise-
critical strategic cross-business platform. Key Responsibilities :
Development Value :
js, Node.js) and Hadoop ecosystem in order to solve critical business problems in a strategic, quality-driven way
Knowledge / Experience :
Secondary : One of the following must be a strength :
Additional skills :