Nonlinear Rates Risk Technical Analyst – Vice President

Nonlinear Rates Risk Technical Analyst – Vice PresidentWorking at Citi is far more than just a job. A career with us means joining a team of approximately 219,000 dedicated people from around the globe. At Citi, you'll have the opportunity to grow your career, give back to your community and make a real impact.Job OverviewRates Technology is looking to hire an experienced Technical Analyst based in NY.

This is a global team with a client base spanning 70+ countries. This role will be within the Risk Technology team and focusing on the solution of Nonlinear Rates business.Risk Technology is focused on delivering solutions to the Rates 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 ResponsibilitiesWorking with the Trading Businesses to deliver large-scale projectsManaging relationships with various stakeholders (Desk Heads, Business managers, Quants, Other technology teams)Defining business requirements, functional specification and technical specificationsDrive adoption of new quant models including validation of Risk valuationsBuilding and rolling out new products in the Risk Management systemsImproving development processes: Includes testing deliverables and reviewing ControlsImproving the Engineering of the Technology platformEssential Experience/SkillsVice President role requiring at least 8 years relevant experienceJava, Python or.NET (C# preferred) background, with good understanding of IT fundamentalsKnowledge of advanced SQL queries, stored procedures, user defined functions, views, triggers, scripts and cursorsKnowledge 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 preferredStrong written and verbal communication skillsProven ability to conduct research/analysis, organize findings and build plansKnowledge of financial markets and RiskExposure to Fixed income (including Derivatives) productsExperience of working with virtual teams will be preferredExceptional 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 organizational success.Citi is an Equal Opportunities Employer