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The Credit Risk Technology Team is responsible for delivering Counterparty Credit Risk Management software solutions to Citi's Risk organization and RWA integrity team for regulatory reporting. This team 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, including computation of Collateral Allocation for Portfolios, Haircut for Security and Cash Collateral, Collateral Concentration Levels, Wrong Way Risk, Pre-settlement exposure, Exposure At Default, and Risk-weighted assets, amongst others.
Job Responsibility
Develop Java and J2EE software applications that comply with written and verbally agreed specifications, to agreed timescales and quality criteria
Work with 4-6 developers and report regularly to the Project Manager on progress and issues
Keep applications lean, resilient, robust, self-healing, and scalable
Take ownership of all applications in the assigned sub-domain within Risk Technology
Interact with Business users / Business Analysts to understand the requirements
Ensure complete understanding of application code through compilation, code walkthrough, execution flow, and overall design
Perform local compilation, deployment, and behavior/Unit testing
Identify areas for code changes to meet required functionalities and maintain traceability
Participate in design review, code review, and project review meetings (local/global)
Hands-on development using required IDEs & related plugins, SQL client
Unit testing, Integration testing, UAT/SIT support
Manage Code check-ins, check-outs, merges, and build management
Maintain technical thought leadership and disseminating knowledge to the team and peers
Bring excellence in terms of behavioral, technical, and architectural leadership in collaboration with global teams