Citi

NY Rate Real Time Risk Team Lead and Manager (Hybrid)


This job is now closed

Pay$170880.00 - $256320.00 / year
LocationNew York/New York
Employment typeFull-Time
  • Job Description

      Req#: 23646597

      The Applications Development Group Manager, an SVP level role, is responsible for leading NY Rates real time risk team. The role is a key part of Global Real Time Pricing and Risk leadership and is responsible for functional delivery to USD and CAD trading desks as well as setting technical direction for the team in line with the agreed technical strategy.

      The role requires a strong understanding of rates trading, an ability to form effective relationships with the desk and deep familiarity with pricing and risk methodologies, paradigms used in real time implementations and certain linear risk transformation techniques.

      Key Responsibilities:

      • Formulate diverse set of requirements into well-defined streams of work
      • Ensure quality and timely delivery to the desk and maintain active communication with trading management
      • Contribute to the design and implementation of strategic changes to the risk system
      • Manage a NY based development team
      • Partner with global Pricing and Risk teams in delivering global solutions

      Key Relationships:

      • Real Time Pricing and Risk Team in Warsaw, London, New York
      • Other development teams also located in the same regions and India
      • Quantitative Analytics team
      • Application support organization

      Knowledge/Experience:

      • 15+ years of relevant experience including leadership positions, preferably within Fixed Income pricing or risk management technology
      • Experience with system analysis and in applications development, especially as it pertains to performance and testability of components
      • Strong knowledge of linear interest rates products, curve construction and linear risk generation
      • Ability to be proactive, exert influence, adjust priorities quickly
      • Experience working on a mature development in a large collaborative environment as well as coming up with ideas that challenge current practices
      • Demonstrated leadership and management skills

      Technology Skills:

      • Experience with Java ecosystem
      • Expert in Java development
      • Experience with KDB development
      • Strong understanding of Agile methodologies and best DevOps practices
      • Familiarity with Apache Flink and Kafka a plus
      • Ambition to learn aspects of systems supporting real time interest rate risk calculations

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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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        Primary Location:

        New York New York United States

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        Primary Location Salary Range:

        $170,880.00 - $256,320.00

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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 .

        View the "EEO is the Law " poster. View the EEO is the Law Supplement .

        View the EEO Policy Statement .

        View the Pay Transparency Posting

    • About the company

        While we're a global bank, our mission is simple: We responsibly provide financial services that enable growth and economic progress. We strive to earn and maintain the public's trust by constantly adhering to the highest ethical standards. We ask our colleagues to ensure that their decisions pass three tests: they are in our clients' interests, create economic value, and are always systemically responsible. When we do these things well, we make a positive financial and social impact in the communities we serve and show what a global bank can do.

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