Job Description
About Us:
The 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. This team 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, including computation of Collateral Allocation for Portfolios, Haircut for Security and Cash Collateral, Collateral Concentration Levels, Wrong Way Risk, Pre-settlement exposure, Exposure At Default, and Risk-weighted assets, amongst others.
Responsibilities:
The successful candidate will develop Java and J2EE software applications that comply with written and verbally agreed specifications, to agreed timescales and quality criteria. The role involves working with 4-6 developers and reporting regularly to the Project...