Analytics Lead Java - Irving - C14/SVP

Citi is looking for an experienced technical leader with in-depth knowledge of Object-Oriented Analysis & Design and Core Java, to help develop & maintain Counterparty Credit Risk Technology solutions for Basel and Internal risk management

Team Background :

The Credit Risk Technology RWA Team is responsible for delivering Counterparty Credit Risk Management software solutions to Citis Finance & Risk organization which manages Citis exposure to financial institutions, governments and corporates that trade with Citi. The team builds and maintains software used to compute risk metrics. The solutions include consumption of trades, collateral, market data, counterparty and security reference data from over 50 sources, and the computation of optimal margin allocation for portfolios and trades, haircut for security and cash collateral, trade and collateral liquidity, collateral concentration levels and wrong way risk, amongst others that feed into the computation of Exposure at Default (EAD), Risk Weighted Assets (RWA), Pre-Settlement Risk (PSE), and Settlement Risk

Responsibilities :

• Provide technical and analytical expertise in support of the Capital Markets products trading function across asset classes.
• Develop systems and functionalities to calculate the potential exposure, Exposure at default and Risk weight.
• Collaborate with internal stakeholders including Quantitative Analytics, Risk Analytics & Model Risk Management teams and provide technical guidance & assistance with regard to existing functionalities and improvements.
• Manage a team of Java developers.
• Update, optimize and maintain applications required for back-testing, impact studies and stress testing.
• Monitor regulatory changes and conceptualize, develop, implement, troubleshoot and maintain system updates to ensure compliance.
• Develop technical components across sub-projects and coordinate activities between infrastructure team for application / infrastructure setup.
• Implement control and risk implementation procedures, and adhere standards and processes defined by organization.
• Build software applications using Java build tools Bitbucket, Maven, Jenkins, or Artifactory;
• Use Agile / Scrum methodology in executing projects;
• Develop, Test , Debug and Manage application using Eclipse, IntelliJ IDEA, Putty, JIRA, Visual VM, Unix, Oracle SQL Developer, Autosys, and Mongo Compass; and
• Develop, credit risk management applications that relate to Risk, Basel, and Capital Markets products - Repo, Security Lending, Margin Loans, Fixed Income and Agency Lending.

Ideal background

Ideal skillset

Extensive practical experience working with most if not all the technologies listed below :

Nice to have

Qualifications / Education

10 years of relevant experience

Job Family Group : Technology

Job Family :

Applications Development

Time Type : Full time

Primary Location :

Irving Texas United States

Primary Location Full Time Salary Range :

156,160.00 - $234,240.00

In addition to salary, Citis offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including : medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.

Anticipated Posting Close Date :

Jan 23, 2025

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 .

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Salary : $156,160 - $234,240