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 with a strong background in object-oriented technologies to spearhead the development of an analytics platform focused on counterparty credit risk exposure calculations. This role involves providing technical and analytical expertise, managing a team of developers, and ensuring compliance with regulatory requirements while collaborating with various internal stakeholders.

Responsibilities

• Provide technical and analytical expertise in support of the derivative trading function across asset classes.
• Develop systems and functionalities to calculate the potential exposure and expected exposure.
• Utilize Monte Carlo to calibrate model requirements and address regulatory requests.
• 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 C++ and 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.

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 the 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 simulation methods;
• 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 planned time off (vacation), unplanned time off (sick leave), and paid holidays