Job Description

We’re currently looking for a high caliber professional to join our team as Apps Dev Intmd Programmer Analyst (C11) based in Pune, India.

The XVA and Cross Asset Margin technology teams actively develop and enhance a set of co-operative, strategic systems and services which are regulatory driven and have a direct bearing on how Citi Capital Markets manages risk arising from trading, including both market and counterparty credit risks. We are responsible for calculating margin requirements for OTC bilateral derivatives and optimizing margin requirements for clients by considering offsets across various financial products using models like VaR, SIMM and Credit Stress. We support traders, salespeople, risk managers, financial controllers and operations staff.

The Applications Development Programmer Analyst is an intermediate level position responsible for participation in the establishment and implementation of new or revised application systems ...