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Java Developer - AVP (Credit Risk Technology)

Employer
Citi
Location
London, United Kingdom
Salary
Competitive
Closing date
Aug 25, 2022

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Job Function
Banking
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Job Description
We're looking for a Java Developer with proven experience building robust, high-performance, large-scale Capital Markets applications.
The Optima credit risk system provides calculation, reporting and risk management functionality to all asset classes across the bank. It is a complex, large-scale distributed system, implemented in Java, running thousands of calculation jobs each day. It is now time to migrate Optima to a modern Cloud platform, taking the opportunity to improve performance, resilience and supportability. This multi-year effort will be enabled by a substantial investment in the core technology team.

Key responsibilities
  • Deliver modern high-performance Java software suitable for deployment into critical production workflows. This includes the full software development lifecycle, although you will be supported by dedicated business analysis, testing and operational staff.
  • Able to work independently, doing detail design of software components and APIs. Participate in code reviews and work with the ops team to ensure all testing, security and support standards are met.
  • Configure, test and optimise cloud deployment of distributed calculations and supporting microservices.
  • Collaborate with other teams: developers within and beyond the Optima system, analysis and support staff, stakeholders and users across multiple asset classes, and cross-asset technology teams.
  • Assist in training junior developers, and participate in the hiring process.
  • Opportunity to progress to VP level with consistently high performance.
Your Background
  • Experience developing robust, scalable and maintainable applications applying Object Oriented Design principles.
  • Java Core with extensive hands-on experience with concurrent programming.
  • Spring Framework including Core, Integration, Batch, JDBC, Hibernate.
  • Distributed Caching frameworks such as Gemfire, Oracle Coherence, Redis or equivalent. Alternatively, Big Data frameworks such as Spark.
  • Cloud computing technologies with practical experience working with containers, microservices and large datasets (Docker, Kubernetes).
  • Databases - RDBMS and, NoSQL (ideally Oracle and MongoDB).
  • Familiarity with Linux environment including shell scripting.
  • Experience with Agile software development processes, in particular test driven development.
  • Third-line support of large applications, including troubleshooting production issues.
  • Standard SDLC stack : Git/BitBucket, CI/CD pipeline frameworks such as Jenkins, SonarQube, JIRA, Any secure coding toolkits
  • Ability to collaborate effectively in a large global team and influence key architectural decision.
Bonus points for
  • Experience working in the Capital Markets domain. Good understanding of Derivatives and Risk management is advantageous.
  • Candidates with less Java experience will be considered if they have experience working in investment banking using C++, Scala or similar languages.
  • Cloud computing technologies with practical experience working with containers, microservices and large datasets (Docker, Kubernetes).
Qualifications
  • Graduate in a STEM (Science, Technology, Engineering and Mathematics) discipline or relevant experience performing a similar role.
  • Master's degree advantageous.
Team Background
The Derivatives Credit Risk Technology Team is responsible for delivering Counterparty Credit Risk Management software solutions to Citi's Risk organization which manages Citi's exposure to financial institutions, governments and corporates that trade with Citi. The team builds and maintains software used to compute metrics that help mitigate Citi's exposure to counterparty default. 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 Pre-Settlement Risk (PSE), Settlement Risk, Exposure at Default (EAD) and Risk Weighted Assets (RWA).
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Job Family Group:
Technology -------------------------------------------------
Job Family:
Applications Development ------------------------------------------------------
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 .

View the " EEO is the Law " poster. View the EEO is the Law Supplement .
View the EEO Policy Statement .
View the Pay Transparency Posting

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