Analytics Lead Java/C++ - Rutherford - C14/SVP

$176,720 - $265,080/Yr

Citigroup - New York, NY

Full-time - Senior

New York, NY

Credit Intermediation and Related Activities

About the position

Citi is seeking an experienced Analytics Lead to oversee the development of an analytics platform focused on counterparty credit risk exposure calculations. This role requires a strong background in object-oriented technologies, derivative products, and regulatory reporting. The successful candidate will lead a team of developers and collaborate with various internal stakeholders to enhance existing functionalities and ensure compliance with regulatory standards.

Responsibilities

• Provide technical and analytical expertise in support of the derivative trading function across asset classes.
• Develop systems and functionalities to calculate potential and expected exposure.
• Utilize Monte Carlo methods to calibrate model requirements and address regulatory requests.
• Collaborate with internal stakeholders including Quantitative Analytics, Risk Analytics & Model Risk Management teams, providing technical guidance and assistance.
• Manage a team of C++ and Java developers.
• Update, optimize, and maintain applications for back-testing, impact studies, and stress testing.
• Monitor regulatory changes and develop system updates to ensure compliance.
• Develop technical components across sub-projects and coordinate activities with the infrastructure team for application setup.
• Implement control and risk procedures, adhering to organizational standards and processes.

Requirements

• 10+ years of relevant experience
• Experience in applications development
• Experience in management
• Experience managing global technology teams
• Working knowledge of industry practices and standards
• Consistently demonstrates clear and concise written and verbal communication

Nice-to-haves

• Expertise in Object Oriented Analysis & Design, and Design Patterns
• Design, development and implementation of applications using C++, Boost, STL and Java
• Developing quantitative models using mathematical and statistical techniques such as Monte-Carlo simulation methods
• Test Driven Development (TDD) including mock & regression tests and continuous integration (Jenkins, CruiseControl)
• Software Configuration Management (CVS and SVN); & Memory Detection tools including Purify and Valgrind
• Grid Computing/Distributed Systems and high performance computing libraries (such as MKL and uBLAS)
• Automation of build and release process
• OTC derivatives pricing
• Basel II/ IIa/ III and Risk Management would be an advantage
• Mentoring global team members

Benefits

• Medical, dental & vision coverage
• 401(k)
• Life, accident, and disability insurance
• Wellness programs
• Paid time off packages including vacation, sick leave, and paid holidays