Rates Risk Programmer Analyst, Technology

As part of a team dedicated to the analysis, development, test and roll out of business facing changes, we are looking to on-board a Programmer Analyst.

This Developer role’s overall objective is to contribute to applications systems analysis and programming activities extending the Citi global Rates risk engine , aligned with Front Office initiatives linked to trade valuations for Interest rate derivatives, trading tools, live re-evaluation of risk, and P&L analysis..

While located in Tokyo Japan, the person in this role will be supporting local, but also global and APAC regional projects for the Rates business. The position will provide opportunity to interact with front office, market risk, product control, quants, and with other technology teams spread across the globe.

This challenging role offers an excellent opportunity to work closely with business users to gather requirements, develop high quality technical specification, prototype solutions, assist in testing and rollout, as well as providing assistance to the business. This role would suit a Developer / QA analyst who would like to augment and diversify their skillset with additional business knowledge , and who would like to contribute to projects both as a BA and on a technical level.

The types of projects undertaken by the team range 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.

In this role, you’re expected to:

•Perform requirement analysis and capture, working closely with business users and managers to scope and define solutions

•Utilise knowledge and previous experience building applications or processes using Object-oriented programming languages

• Utilize in-depth specialty knowledge of applications development to analyze complex problems/issues, provide evaluation of business process, system process, and industry standards, and make evaluative judgement

•Conduct testing and debugging, utilize script tools, and write basic code for design specifications

•Participate in key business initiatives from the development side, focusing on the Rates risk functionalities

• Liaise with global internal business, support and development teams

• Perform data analysis and report production to meet the decision-making needs of high-value stakeholders.

• Provide post release assistance to business, development and support groups

• Be proactive and ensure the software developed by the Team remains compliant with prescribed best practices

•Develop and distribute systems documentation for new enhancement

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 actively contributing to project delivery for both small and large scale projects.
• 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 would be a plus.

Technical skills:

• Experience of SQL for querying (joins, intersects, aggregations etc…)
• Proficient in Python , C#/Java .
• Understanding of Agile software development methodology and experience in using source control (ideally git)
• Experience with REST API.
• Experience in systems analysis and programming of software applications
• Knowledge and experience of modern, service-oriented software development.
• Experience in managing and implementing successful projects
• Working knowledge of consulting/project management techniques/methods
• Strong analytical and problem solving skills.

Interpersonal skills

• Responsible, agile and collaborative team worker.
• Ability to work under pressure and manage deadlines or unexpected changes in expectations or requirements
• 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.
• Good communication skills, oral and written; 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.
• Adaptable – able and willing to work closely with other technical functions: Developers, QA Testers, Support, Release Manager.

Qualifications / Education:

Bachelor degree in Computer Science / Information Technology or a related field.

This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.

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Job Family Group:

Technology

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Job Family:

Applications Development

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Time Type:

Full time

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