Senior Java Developer (Credit Risk domain)

The Applications Development Senior Programmer Analyst is an intermediate level position responsible for participation in the establishment and implementation of new or revised application systems and programs in coordination with the Technology team. The overall objective of this role is to contribute to applications systems analysis and programming activities. 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.