This role within the Risk Technology team focuses on delivering large-scale projects for Nonlinear Rates business to global trading desks
Job Summary
This role within the Risk Technology team focuses on delivering large-scale projects for Nonlinear Rates business to global trading desks.
The position requires defining business requirements, driving adoption of new quant models, and validating risk valuations.
Citi offers competitive benefits including medical coverage, 401(k), paid time off, and discretionary incentive awards.
Matching Summary
This role within the Risk Technology team focuses on delivering large-scale projects for Nonlinear Rates business to global trading desks.
Salary
Base: $142,320.00 - $213,480.00; Bonus/Equity: Discretionary and formulaic incentive and retention awards available; Benefits: Medical, dental, vision, 401(k), life insurance, wellness programs, and paid time off
Skills & Requirements
Must-have
8 years relevant experience
Java Python or .NET background
Advanced SQL queries and stored procedures
Fixed income derivatives knowledge
Unit and integration testing skills
Nice-to-have
Pytest framework understanding
Engineering or Mathematics degree
Virtual team collaboration experience
Diverse workforce appreciation
Strong written communication skills
Key Requirements
Vice President level with 8+ years experience
Strong debugging skills using IDEs like PyCharm or Eclipse
Knowledge of financial markets and risk management systems