Rates - Simpliciti - Developer - VP
Mississauga, Canada
21h ago

Simpliciti is Citi’s risk engine for interest rate derivatives. The application serves a wide variety of stakeholders such as Traders, Risk Managers and Financial Controllers and its mission is to provide accurate and timely valuations of trades and their sensitivity to market factors.

We are looking to on-board an Application Developer fluent in one or many of these languages : C# / Java / Python / C++.

An understanding and demonstrable experience with any of these technologies / techniques will be a plus : Google BigQuery, Kafka, MongoDB, RabbitMQ, distributed computing, cloud computing, Docker, Kubernetes, kdb.

The successful candidate will help drive a multitude of projects ranging from core platform re-engineering to extending the platform for business initiatives such as trade valuations, trading tools, live re-evaluation risk, and P&L analysis (PAA / PLE).

This challenging role offers an excellent opportunity to work on complex technical problems while also gaining an understanding of the Rates Trading business.

In addition, this role provides a unique opportunity to contribute to strategic initiatives directed by the Rates business.

This role would suit a Developer who would like to augment and diversify their skillset with additional business knowledge.

The types of project undertaken by the team ranges from business process automation to large-scale risk and valuation impacting changes.

This is a challenging and exciting opportunity to work within Rates Risk Technology, cooperating with multiple trading desks, market risk managers and financial controllers to develop this strategically important platform.

Key Responsibilities :

  • Maintain and enhance C#, Python, Java and C++ components in line with business driven requirements
  • Contribute actively to system design decisions
  • Evaluate and build POCs for new strategic initiatives and work to convert to industrial level solutions
  • Perform requirement analysis and capture, working closely with business users and managers to scope and define solutions
  • Develop and distribute systems documentation for new enhancement
  • Liaise with global internal business, support and development teams
  • Provide post release assistance to business, development and support groups
  • Develop application as per best practice and remain compliant with prescribed best practices (TDD, maintain high unit test coverage, CI )
  • Perform ad-hoc data analysis and report production to meet the decision-making needs of high-value stakeholders.
  • Development Value :

  • Work in a leading banking environment on a modern risk system software development
  • Develop and gain an understanding of full software development lifecycle
  • Develop and gain an advanced understanding of Rates business, markets, products & flows
  • Advance knowledge of market and credit risk measures, processes and systems.
  • Knowledge / Experience :

  • Primary technical skill :
  • 8-10 years+ demonstrable experience of one or many of these languages, with a demonstrable deep understanding of their internals (JIT, virtual machines, advanced debugging etc ) and construction and operation under sophisticated scenarios such as heavy multi-threading / distributed execution : C# (including developing and releasing for the .
  • net core framework)JavaPythonC++

  • Knowledge of messaging technology : Kafka and Rabbit MQ
  • Knowledge of MongoDB would be a plus
  • Knowledge of Google BigQuery would be a plus
  • Knowledge of kdb would be a plus
  • Experience of REST API development
  • Experience of distributed computing would be a plus
  • Software engineering skills :
  • Experience of test driven development and of continuous integration platforms.
  • Ability to recognise and work with deep recursive data structures of different forms as well as an understanding of standard programming algorithms.
  • Strong object oriented design skills and experience in identifying and applying design patterns.
  • Understanding of Agile software development methodology and strong experience with standard CI tools (Jenkins, TeamCity, Sonarqube, git).
  • Business facing and interpersonal skills :
  • Strong communication skills, oral and written.
  • Ability to apply sound technical skills and knowledge of the Rates business to develop creative solutions to meet client and business needs.
  • Responsible, agile and collaborative team worker.
  • Ability to develop strong relationships with others, effectively influencing peers and business partners.
  • Self-motivated and organised, with determination to achieve goals; ability to work autonomously when required.
  • Ability to face off to all business users (traders, financial controllers, risk managers, etc.)
  • Flexible and able to deliver quality results in the required timeframe
  • Qualifications / Education :

  • Bachelor degree in Computer Science / Information Technology, Engineering or other numerate discipline.
  • Ideally, an understanding of financial derivatives (rates or other) or willing to learn about this area.
  • Citi Canada is an equal opportunity employer. Accordingly, we will make accommodations to respond to the needs of people with disabilities (including, without limitation, physical and mental health disabilities) during the recruitment process and otherwise in accordance with law.

    Individuals who view themselves as Aboriginals, members of visible minority or racialized communities, and people with disabilities are encouraged to apply.

    Grade : All Job Level - All Job FunctionsAll Job Level - All Job Functions - CA

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