Citi Group Senior Java Engineer - VP- NEW YORK 

United States, New York, New York 

933341499

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.
• Inadequate coverage for NAM Pricing applications, issues raised will take longer to resolve resulting in financial and reputational impact.
• Significant risk in not completing NAM Pricing book of work items in a timely fashion stemming from lack of resources.

Qualifications:

• 5+ 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

Anticipated Posting Close Date:

View the " " poster. View the .

View the .

View the