Job Description

Description

 

Team and project Description:

  • Technology Service (China) Ltd (CSTS) is Citigroup technology development center founded by Citibank since 2002. It is one of the biggest IT software companies in China, providing both finance IT service and operation services to foreign bank. As one of leading finance institutions in the world, CSTS can provide challenging global working environment to every employee, such as long career path not only in China but also to the Wall Street.
  • The Rates Risk and CVA Technology teams actively develop and enhance a set of co-operative, strategic systems and services which have a direct bearing on how Citi Capital Markets manages risk arising from trading, including both market and counterparty credit risks. We support traders, salespeople, risk managers, financial controllers and operations staff who are located mostly in London, New York and Tokyo.
  • Much of our development activity is centered on our world-class “Simpliciti” risk management platform -- a modern, large-scale, grid computing and data warehousing solution serving our global client user base. The Simpliciti risk platform is unique in scope, spanning both Trading and CVA (Credit Valuation Adjustment) books, supporting all Rates trading products from bonds to exotic options, and operating in real-time across the global trading day. It delivers flexible query and reporting based on a daily load of 1.5 billion rows of risk results. Complementing the Simpliciti risk platform are a host of strategic risk-based services, including a quick request-response valuation/risk service to support trade booking and settlement, counterparty credit risk limit management services, a powerful and versatile client UX framework, and much more.
  • One subset of the Simpliciti platform called Quattro Data is currently being built. The business logic for Quattro is derived from the existing production application called Integrated Credit Value Adjustment (iCVA) which will be retired in 2016 once Quattro is live. The Quattro team is looking to hire developers to build and maintain the technology platform that helps manage the firm’s Credit Valuation Adjustment (CVA).
  • The Quattro application enables Front Office Systems including Rates, Equities, FX, Commodities, and Credit Systems to
  • compute CVA and report the results to Finance Systems.  The primary functions are:
  • Reference Data sourcing, management and distribution
  • Aggregation and netting of CVA results across multiple business lines
  • Distribution of CVA results to the Firm’s Risk and Finance Systems

Responsibilities

  • Work as Team Lead in Shanghai, runs 6+ persons team; support multiple banking applications together with global teams in other locations.
  • Develop and maintain a large scale data management solution built upon today’s latest technologies.
  • Active involvement in the full agile development lifecycle from analysis and design through to deployment and escalation support
  • Owns success – Takes responsibility for timeline and good quality of solution deliverables.
  • Involving into or do system/component design & implementation with counterparty in New York, London and other locations.
  • Explore existing application systems, determines areas of complexity, potential risks to successful implementation.
  • Translates functional requirement or specifications into technical solutions, and implement the solutions with plans and executions.
  • Responsible for people management, covers hiring, coaching, team building, performance monitoring and appraisal etc. 
  • Responsible to continual improvement - by implementing improvements to software architecture, software development process and new technologies etc.
  • Communicates continually with the client and project teams – Clarify client’s needs, present tech team ideas and explains progress on the development efforts.
  • Build good and health customer relationship, and other business/tech stockholders.

Qualifications

 

ADDITIONALS

  • International travel may be required
  • Successful reference and background check

Education

  • Have a Bachelor/Master degree in Computer Science, Computer Engineering, EE, Mathematics or related area.
  • With Financial knowledge or background is a good plus.

Skills Required

  • Solid knowledge and experience on Core Java and JavaEE technologies.
  • Good experience of Core java multiple threads programming
  • Solid knowledge and experience on DB, standard SQL commands and stored procedures
  • Familiar with Unix/Linux command lines and shell scripts.
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