Citigroup
Senior Java Engineer - Real Time Pricing & Risk - NEW YORK, Hybrid
Citigroup, New York, New York, United States, 10001
Senior Java Engineer - Real Time Pricing & Risk - New York, Hybrid
Working at Citi is far more than just a job. A career with us means joining a team of more than 230,000 dedicated people from around the globe. At Citi, you'll have the opportunity to grow your career, give back to your community and make a real impact. Job Overview
The Senior Java Engineer is a senior management level position responsible for accomplishing results through the management of a team or department in an effort to establish and implement new or revised application systems and programs in coordination with the Technology team. The overall objective of this role is to drive applications systems analysis and programming activities. Responsibilities: Manage the finance desk book of work as it relates to Pricing including but not limited to: Standardization of repo curve risk buckets across currencies and regions. Integration of live market data into repo curve construction to support eTrading use case. Design a "Consistent price" process supported in BondPricers and CurveBuilders to create a complete set of prices for each trading desk, improving risk and P&L accuracy. Contribute to the rollout of the Custom Swap Fast Pricer API across different products and trading desks. Integrate Fenics/FMX UST Future and SOFR Future data within CurveBuilderUSD. Strong understanding of DP library yield curve construction and pricing methods for the instruments being quoted. Design and implementation within the context of a real-time Java-based graph framework (Graphite & G2). Ability to understand business requirements and interact with the trading desk, quants, and other technology teams. Role requires regular interaction with NY-based traders, quants, support, and teammates. Effectiveness in interacting with these parties would be diminished if not co-located. Qualifications: 5+ years of software development. Java, Oracle, ION, Spring XML, Apache Flink, KDB. Strong understanding of DP library yield curve construction and pricing methods for the instruments being quoted. Capable of implementing fixed income instrument pricing models within the context of a real-time Java-based graph framework (Graphite & G2). Excellent communication skills, capable of eliciting requirements from business users. Education: Bachelor's degree/University degree or equivalent experience.
Working at Citi is far more than just a job. A career with us means joining a team of more than 230,000 dedicated people from around the globe. At Citi, you'll have the opportunity to grow your career, give back to your community and make a real impact. Job Overview
The Senior Java Engineer is a senior management level position responsible for accomplishing results through the management of a team or department in an effort to establish and implement new or revised application systems and programs in coordination with the Technology team. The overall objective of this role is to drive applications systems analysis and programming activities. Responsibilities: Manage the finance desk book of work as it relates to Pricing including but not limited to: Standardization of repo curve risk buckets across currencies and regions. Integration of live market data into repo curve construction to support eTrading use case. Design a "Consistent price" process supported in BondPricers and CurveBuilders to create a complete set of prices for each trading desk, improving risk and P&L accuracy. Contribute to the rollout of the Custom Swap Fast Pricer API across different products and trading desks. Integrate Fenics/FMX UST Future and SOFR Future data within CurveBuilderUSD. Strong understanding of DP library yield curve construction and pricing methods for the instruments being quoted. Design and implementation within the context of a real-time Java-based graph framework (Graphite & G2). Ability to understand business requirements and interact with the trading desk, quants, and other technology teams. Role requires regular interaction with NY-based traders, quants, support, and teammates. Effectiveness in interacting with these parties would be diminished if not co-located. Qualifications: 5+ years of software development. Java, Oracle, ION, Spring XML, Apache Flink, KDB. Strong understanding of DP library yield curve construction and pricing methods for the instruments being quoted. Capable of implementing fixed income instrument pricing models within the context of a real-time Java-based graph framework (Graphite & G2). Excellent communication skills, capable of eliciting requirements from business users. Education: Bachelor's degree/University degree or equivalent experience.