Senior Java Engineer - Real Time Pricing & Risk, Citi

Senior Java Engineer - Real Time Pricing & Risk

Citi

Location:
United States, New York

Category:
IT - Software Development

Contract Type:
Not provided

Salary:

142320.00 - 213480.00 USD / Year

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Job offer has expired

Job Description:

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.

Job Responsibility:

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

Requirements:

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

What we offer:

medical, dental & vision coverage
401(k)
life, accident, and disability insurance
wellness programs
paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays

Additional Information:

Job Posted:
August 12, 2025

Expiration:
August 18, 2025

Employment Type:

Fulltime

Work Type:

Hybrid work

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