Senior Java Developer

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 which 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. These include computation of Collateral Allocation for Portfolios, Haircut for Security and Cash Collateral, Collateral Concentration Levels and Wrong Way Risk, Pre-settlement exposure, Exposure At Default, Risk weighted assets amongst others.