MSST Risk Services Developer
Citi
Poland, MA, Warszawa
63 d. temu

Description

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 :

  • Reusable services with clean APIs
  • Monitored performance metrics
  • Zero downtime and support horizontal scaling
  • Event-driven
  • Intuitive user interfaces, free of business logic
  • We have development teams located in London, Singapore, Chennai, Shanghai and Warsaw and also collaborate with teams in many more sites.

  • All team members are required to strictly observe the MSST Minimum Development standards : Code reviews; Unit Test coverage;
  • 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 :

  • Developing strategic risk services in support of the target risk architecture
  • Active involvement in the full agile development lifecycle from analysis and design through to deployment and escalation support
  • Developing with both in house and emerging technologies from industry and adhering to the mandatory development standards
  • Development Value :

  • Work in a leading banking environment on a modern risk system software development
  • Gain an understanding of business, markets, products & flows across Markets
  • Gain knowledge of market and credit risk measures, processes and systems
  • Gain expertise in leveraging modern programming languages and frameworks including MEAN stack (MongoDB, Express, Angular.
  • js, Node.js) and Hadoop ecosystem in order to solve critical business problems in a strategic, quality-driven way

    Knowledge / Experience :

  • Knowledge and experience of modern software development methodologies
  • Has effectively developed and implemented solutions to business problems
  • Has taken responsibility for scope, quality, and timeliness of end results
  • Experience of developing microservices
  • Familiarity with securities, derivatives and risk
  • Skills : Primary :
  • Strong Java
  • Python
  • RESTful web services
  • Secondary : One of the following must be a strength :

    Additional skills :

  • HTML5 + AngularJS + Node.js + UX
  • Agile, TDD, CI
  • Ability to apply sound technical skills to develop creative solutions to meet client and business needs.
  • Excellent communication skills, oral and written
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