VP - Ruby Quant Dev Lead Citi
Jersey City, NJ

Job Description

* Primary Location: United States,New Jersey,Jersey City
* Education: Bachelor's Degree
* Job Function: Technology
* Schedule: Full-time
* Shift: Day Job
* Employee Status: Regular
* Travel Time: No
* Job ID: 19032625

Description

Citi GFTS team is seeking a highly motivated and strong hands-on quantitative developer lead to expand the existing global Balance Sheet Forecasting and Interest Rate Management portfolio. The successful candidate should have strong analytical skills, technical depth, and excellent written and verbal communication skills.

RUBY is an in-house system to support Balance Sheet and Pre Provision Net Revenue (PPNR) forecasting and the calculation of earnings and valuation Interest Rate risks. It supports driver-based models to forecast PPNR and calculate risk metrics under various economic and interest rate scenarios including CCAR/GSST among others. The candidate will be work with business analysts to understand the requirements, and be responsible for the design, development and testing the system.

Qualifications

* Bachelor's degree in Technology related major or equivalent work experience.


* 5+ years work experience in design and development of Java (Core JAVA, Multi-threading, Spring, Restful Services)


* Knowledge in front office pricing models (bonds, MBS and structured products) and risk analytics is required.


* Expertise in Messaging Services (JMS, Tibco EMS) and Websphere application server is preferred.


* Databases - Oracle or equivalent with SQL,PL/SQL programming expertise.


* Experience with Maven, Subversion, Hudson, JUnit and other similar technologies.


* Unix/Linux scripting skills (Korn shell and PERL)


* Good understanding of finance and risk management will be preferred.


* Excellent time management and ability to multi-task/balance parallel work streams


* Committed to Unit testing, good design approach and work with a team or independently.


* Work with teams in other time zones and the challenges of time, language and culture.


* Good communication skills.



Apply Now