15 days old

Rates XVA Develop Lead

Citigroup
Mississauga, ON L5B 3P7
**Job Background**


Rates XVA Technology is looking to hire an experienced Technical Analyst based in Mississauga. This is a global team with a client base spanning 70+ countries. This role will be within the Risk Technology team.


Risk Technology is focused on delivering solutions to the Rates CVA Trading desks. This team develops and maintains a complete suite of Risk technology solutions, for both the Rates and FX (including Derivatives) Businesses. This role will provide a unique opportunity to gain exposure to different asset classes in a Tier 1 investment bank.


**Key Responsibilities**


+ Working with the Trading Businesses to deliver large-scale projects

+ Managing relationships with various stakeholders (Desk Heads, Business managers, Quants, Other technology teams)

+ Defining business requirements, functional specification and technical specifications

+ Drive adoption of new quant models including validation of Risk valuations

+ Building and rolling out new products in the Risk Management systems

+ Improving development processes: Includes testing deliverables and reviewing Controls

+ Improving the Engineering of the Technology platform


**Essential Experience/Skills**


+ Vice President role requiring at least 8 years relevant experience

+ Java, python or .NET (C# preferred) background, with good understanding of IT fundamentals

+ Knowledge of advanced SQL queries, stored procedures, user defined functions, views, triggers, scripts and cursors

+ Knowledge of writing high quality unit and integration tests. Understanding of pytest framework is a plus.

+ Strong, demonstrable debugging skills using tools from a variety of IDEs (PyCharm, Eclipse).

+ Engineering or Mathematics background is preferred

+ Strong written and verbal communication skills

+ Proven ability to conduct research/analysis, organize findings and build plans

+ Knowledge of financial markets and Risk

+ Exposure to Fixed income (including Derivatives) products

+ Experience of working with virtual teams will be preferred


Exceptional candidates who do not meet some of these criteria, may be considered for the role, provided they have relevant skills and experience.


**Valuing Diversity:**


Demonstrates an appreciation of a diverse workforce in global locations. Appreciates differences in style or perspective and uses differences to add value to decisions or actions and organisational success.


**Citi is an Equal Opportunities Employer**


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**Job Family Group:**


Technology

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**Job Family:**


Applications Development

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**Time Type:**


Full time

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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.


Citigroup Inc. and its subsidiaries ("Citi) invite all qualified interested applicants to apply for career opportunities. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review **Accessibility at Citi (https://www.citigroup.com/citi/accessibility/application-accessibility.htm)** .


View the "EEO is the Law (https://www.dol.gov/sites/dolgov/files/ofccp/regs/compliance/posters/pdf/eeopost.pdf) " poster. View the EEO is the Law Supplement (https://www.dol.gov/sites/dolgov/files/ofccp/regs/compliance/posters/pdf/OFCCP\_EEO\_Supplement\_Final\_JRF\_QA\_508c.pdf) .


View the EEO Policy Statement (http://citi.com/citi/diversity/assets/pdf/eeo\_aa\_policy.pdf) .


View the Pay Transparency Posting (https://www.dol.gov/sites/dolgov/files/ofccp/pdf/pay-transp\_%20English\_formattedESQA508c.pdf)
Citi is an equal opportunity and affirmative action employer.
Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.

Categories

Posted: 2022-05-13 Expires: 2022-06-12

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Rates XVA Develop Lead

Citigroup
Mississauga, ON L5B 3P7

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