Citi Applications Development Senior Programmer Anlyst in Shanghai, China
Primary Location: China,Shanghai,Shanghai
Other Location: Asia Pacific
Education: Bachelor's Degree
Job Function: Technology
Shift: Day Job
Employee Status: Regular
Travel Time: No
Job ID: 16048332
ICG (Institutional Clients Group) is one of Citi’s core banking business sectors, covers Capital Markets Origination, Corporate and Investment Banking, Markets and Securities Services, Treasury & Trade Solutions, and Private Banking etc.
CSTC (Citigroup Services and Technology (China) Ltd) is Citigroup owned subsidiary in China, as part of Citigroup global technology and operation organization (Citibank China is another Citigroup owned subsidiary in China). It is founded by Citigroup since 2002. It is one of the biggest IT software companies in China, providing both finance IT service and operation services to Citi’s core banking business globally.
CSTC ICG Technology department mainly supports MSS (Markets and Securities Services) of ICG, which is one of the key businesses of investment bank industry globally.
Work with Quants & Trading to analyze and building out the P&L Attribution capability within Equities Risk System
Rebuilding of the EOD Risk infrastructure to support business intention of freezing market data and calculating P&L at EMEA EOD.
The Risk Compute team is responsible for the delivery of live and overnight pricing and risk to the trading desks globally. We are located in London, Hong Kong, Singapore, Toronto supporting traders, sales, risk managers
A key business deliverable for 2016 is a complete renovation of our EOD process to deliver:-
Profit Attribution Analysis– risk-based methodology enhancements
Complete integration with logical end of day snapshot of market data.
Work with Quants in building out the P&L Attribution capability within Equities Risk System
Ensure a quality product by adhering to good engineering practice in software development lifecycle such as unit test, documentation, and code coverage
Deploy logging, monitoring, and inspection tools to support development, production support, and quants
Collaborate with other developers and work as a team.
Equities & MAG Trading
Market Risk Management
International travel may be required
Successful reference and background check
- Have a Bachelor/Master degree in Computer Science, Computer Engineering, EE, Mathematics or related majors
Required Technical Skills
High proficiency in development on Windows platform using Visual Studio for both C++ and C#
High proficiency in SQL, experience in SQL Server 2008 onwards
Nice to have:
Unit Testing Frameworks
Agile, TDD, CI
Grid computing, Platform Symphony
Required Non-Technical Skills
Should have excellent verbal and written communication skills and be able to interface directly with senior business stakeholders.
Strong analytical and problem-solving skills.
Responsible, agile and collaborative team worker.
Self-motivated with determination to achieve goals.
Flexible and able to deliver quality results in the required timeframe.
Prior experience with Front Office Trading, Risk and P&L platforms
Understanding of Equity Derivative products, risk and P&L generation