Senior Engineering Risk Lead for Rates team (SVP level)

CITI - Mississauga, ON (il y a 4 mois)

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The Senior Engineering team lead is a senior management level position responsible for accomplishing results through the management of a team or department in an effort to establish and implement new or revised application systems and programs in coordination with the Technology Team. The overall objective of this role is to drive applications systems analysis and programming activities.

Responsibilities:
Manage multiple teams of professionals to accomplish established goals and conduct personnel duties for team (e.g. performance evaluations, hiring and disciplinary actions)
Provide strategic influence and exercise control over resources, budget management and planning while monitoring end results
Utilize in-depth knowledge of concepts and procedures within own area and basic knowledge of other areas to resolve issues
Ensure essential procedures are followed and contribute to defining standards
Integrate in-depth knowledge of applications development with overall technology function to achieve established goals
Provide evaluative judgement based on analysis of facts in complicated, unique, and dynamic situations including drawing from internal and external sources
Influence and negotiate with senior leaders across functions, as well as communicate with external parties as necessary
Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency, as well as effectively supervise the activity of others and create accountability with those who fail to maintain these standards.

Qualifications:
10+ years of relevant experience
Experience in applications development
Experience in management
Experience managing global technology teams
Working knowledge of industry practices and standards
Consistently demonstrates clear and concise written and verbal communication

Education:
Bachelor’s degree/University degree or equivalent experience
Master’s degree preferred

Simpliciti is Citi’s risk engine for interest rate derivatives providing risk, PnL, and PAA data to a number of Markets businesses. 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.

As part of a team dedicated to the analysis, development, testing and roll out of business facing changes, we are looking to on-board a Canada Risk Lead for Rates. The right person will help drive projects extending the Simpliciti platform aligned with Front Office, Finance, and Risk Management initiatives for the Rates Trading Desk and other businesses in Markets that are now live on the Simpliciti platform (e.g., Muni, Citi Treasury, LM Rates, Credit). The right person will oversee the execution of the development team with a focus on building great teams who solve challenging technical and business problems.

The types of project undertaken by the team ranges from architecture decisions, regulatory driven, business process automation, intraday risk, 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:
Working closely with business users to define plans and solutions to provide a stable, agile, and user friendly risk platform
Liaise with internal development teams including the common platform team to drive towards a world class risk application
Deliver an architecture which will facilitate cumulative functionality to increase at a higher rate than it does today
Deliver on time regulatory commitments
Canada leadership and people management responsibilities including career development and coaching
Be proactive and ensure the software developed by the Team remains compliant with prescribed best practices (TDD, maintain high unit test coverage, CI…).

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:
Business facing:
Demonstrable experience in communicating with business users, ideally within the financial industry.
Demonstrable experience in actively contributing to project delivery for both small and large scale projects.
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.
Knowledge of financial derivatives pricing and risk, ideally of interest rate derivatives.
Experience of working with commercial or in-house quant pricing libraries.

Primary technical skill core requirements: Python/SQL/C#

Knowledge of writing object oriented applications in Python.
Experience with event-driven programming in Python.
Experience with ORM (Object Relational Mapper) libraries.
Strong, demonstrable experience in writing high quality unit and integration tests. Understanding of pytest framework is a plus.
Strong, demonstrable debugging skills using tools from a variety of IDEs (PyCharm, Eclipse…).
Hands on experience in handling various data structure e.g. delimiter, JSON and XML etc.
Understanding of data security and protection.
Understanding of fundamental design principles driving a scalable application is a plus.
Understanding of python packaging for release and deployment is a plus.
Understanding of threading model of Python, and multi-processor architecture is a plus.
Strong experience in SQL / T-SQL (SQL Server 2008+) - DDL/DML/DCL/TCL, windowing functions, etc
Experience in designing advanced SQL queries, stored procedures, user defined functions, views, triggers, scripts and cursors
Experience in writing MDX queries to work with cube data would be a plus.
Experience in Business Intelligence in MS SSIS, SSAS, SSRS would be a plus
Solid .NET (C# preferred) background, with good understanding of IT fundamentals
Demonstrable experience in writing reusable, testable and efficient code with proper error and exception handling.

Secondary technical skills:
Experience in integrating with HTTP/APIs end-points and processing responses would be a plus
Keen eye for query tuning and optimization using indexing, partitioning, optimizer statistics, execution plans, profiler
Knowledge of locks, transactions and isolation levels
Experience in working with XML
Functional programming
Big data/stream processing

Software engineering skills:
Experience of test driven development and of continuous integration platforms.
Ability to recognize and work with recursive data structures of different forms as well as an understanding of standard programming algorithms.

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.

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

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Time Type :
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Citi is an equal opportunity and affirmative action employer.
Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.

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