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

  • Schedule: Full-time

  • Shift: Day Job

  • Employee Status: Regular

  • Travel Time: No

  • Job ID: 16048332


Our business

  • 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.

Job Purpose

  • 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.

Job Background/Context:

  • 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.

Key Responsibilities:

  • 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.

Key Relationships/Stakeholders:

  • Equities & MAG Trading

  • Quants

  • Product Control

  • 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

  • Must have:

  • 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:

  • Team City

  • 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