8 days old

SVP - Financial Engineer - Solutions Manager (SQL/Python)

New York, NY 10176
The Fin Solutions Group Manager is accountable for management of complex/critical/large professional disciplinary areas. Leads and directs a team of professionals. Requires a comprehensive understanding of multiple areas within a function and how they interact in order to achieve the objectives of the function. Applies in-depth understanding of the business impact of technical contributions. Strong commercial awareness is a necessity. Generally accountable for delivery of a full range of services to one or more businesses/ geographic regions. Excellent communication skills required in order to negotiate internally, often at a senior level. Some external communication may be necessary. Accountable for the end results of an area. Exercises control over resources, policy formulation and planning. Primarily affects a sub-function. Involved in short- to medium-term planning of actions and resources for own area. Full management responsibility of a team or multiple teams, including management of people, budget and planning, to include performance evaluation, compensation, hiring, disciplinary actions and terminations and budget approval.

This role sits within the Global Treasurys Office of the COO and our primary client is Citi Treasury Investments (CTI), the division within Citigroups Global Treasury that houses the Chief Investment Office and its associated trading and hedging functions. We have a mandate to transform Business Process and enabling systems to deliver next gen Citibank capabilities and controls. We are a nimble and close-knit team of project managers with finance and/or engineering backgrounds tasked with designing the fly-by-wire capabilities and control functions that define and extend Citis world-class leadership position. Our hiring manager has Silicon Valley and FinTech roots so the culture of the team leans fast and flat, while working to overcome and transform big bank bureaucracyand were accomplishing it with some degree of success!

The extended team (including our Software Engineering crew) is approximately 100 people spread around the world, managed by a core group of Business Analyst / Project Managers sitting in NY. There are three pillars to this role: i) Leading complex financial transformation projects that involve systems and databases; ii) Appetite for and expertise in team leadership and culture of collaboration; and, iii) Appetite for and experience in designing/driving next-gen functional services.

Specifically with regard to the latter: At this moment in time and with this role we are uplifting the technical potency of our platforms ability to rapidly process portfolio impacts arising from changes in risk-free rate (RFR) curves and markets. The rate of change and the demands on our portfolio position reporting platform is increasing so we are adding local valuation calc capability, and this role will drive this critical and highly visible upgrade project that serves all of our internal clients. LIBOR Transition is a material driver of complexity for our global treasury given Citis footprint in more than 100 countries and transactions involving more than 150 different benchmark curvesall of which are undergoing transition to a post-Libor world. This is a rare learning and experiential opportunity to get hands on with a trillion-dollar scale portfolio as a generational change in Financial markets at the most global of US money center institutions proceeds.

We are looking for the next key hire for our team. We expect that the right person probably has at least a Masters degree in an engineering/math or computer sciences discipline, with at least 10 years of work experience at large financial institutions.


+ Contributes to the design, roll-out and governance of financial solutions, including:

+ Participates in formulating and setting strategic direction for the process, organization and architecture covering Finance across Citi businesses, products, functions and locations

+ Assists in setting business and information architecture standards for Finance

+ Plays a part in settling and operating necessary forums and frameworks to establish and govern policies and starts for global Finance processes

+ Participates in assessing and incorporating changing business, regulatory and market information needs into finance processes and applications

+ Manages complex/critical/large professional disciplinary areas.

+ Leads and directs a team of professionals.

+ Applies in-depth knowledge of the business impact of process design and technical contributions.

+ Accountable for delivery of a full range of services to one or more businesses/ geographic regions.

+ Regularly interacts with peers within the firm and externally, including regulators and professional organizations.

+ Provides advice to internal clients on the implications of business trends, issues, operating environment changes and firm or business unit strategy.

+ Performs other duties and functions as assigned.

+ Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency, as well as effectively supervise the activity of others and create accountability with those who fail to maintain these standards.

**Core Qualifications:**

+ Conceptual familiarity with Risk Transfer (eg what hedging and derivatives are used for)

+ Understanding that Basis Risk can arise in numerous forms (currency, timing, interest rate regime, et al)

+ Familiarity with Financial Valuation and discounting using interest rates and indexes

+ Familiarity with Regression Analyses, materiality, and distinction between linear/non-linear risk

+ Min 5-7yrs experience working with Python in a financial, risk, or valuation, context

+ At least 3yrs experience calling quantitative libraries to implement pricing & valuation calcs

+ At least 3yrs experience exporting Calculator results data into Excel for desk review and analysis

+ Understanding of the involvement of databases or big data repositories (Spark) as both source and post-calc destination (5yrs PL/SQL skills preferred; 2-3yrs Data Model design preferred)

+ Understanding of the difference between looping to calculate vs leveraging a vector approach

+ Experience with REST API calls (GET POST et al)

+ Shell/Perl Scripting, UNIX, J2EE familiarity preferred

+ Familiarity and appetite to be involved in designing and creating a microservices and hybrid cloud function or service (eg bursting/parallelization to a compute cloud, Snowflake experience a bonus!)

+ At least 3yrs working in a financial SDLC environment, using Jira, working in Scrum/Agile context

+ Comfort with rapid change and complexity; ability to pivot

+ Career comfort natural operator in FinReg/Compliance context


+ Bachelors degree, potentially Masters degree


**Job Family Group:**



**Job Family:**

Fin Solutions Dsgn & Implement


**Time Type:**

Full time


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)


Effective November 1, 2021, Citi requires that all successful applicants for positions located in the United States or Puerto Rico be fully vaccinated against COVID-19 as a condition of employment and provide proof of such vaccination prior to commencement of employment.
Citi is an equal opportunity and affirmative action employer.
Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.


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

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SVP - Financial Engineer - Solutions Manager (SQL/Python)

New York, NY 10176

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