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Citirisk Market Risk application capture and process large volume of factor sensitivity (FS) records for trading units and run Monte-Carlo simulation to calculate Value-at-Risk (VaR) and Component Value-at-Risk(CVaR) that are used for internal risk and regulatory risk monitoring. The applications include batch processing, report generation, Monte-Carlo simulation, Adhoc stress calculation and risk portal. The Applications Development Technology Lead Analyst is a senior level position in Market Risk Data management team responsible for design, develop and support market risk batch module for processing and enrichment of factor sensitivity data collected from front office risk systems, store the data in relational database and big data platform, send data to VAR calculation engine for VAR calculation.

Responsibilities:

+ Partner with multiple management teams to ensure appropriate integration of functions to meet goals as well as identify and define necessary system enhancements to deploy new products and process improvements

+ Resolve variety of high impact problems/projects through in-depth evaluation of complex business processes, system processes, and industry standards

+ Provide expertise in area and advanced knowledge of applications programming and ensure application design adheres to the overall architecture blueprint

+ Utilize advanced knowledge of system flow and develop standards for coding, testing, debugging, and implementation

+ Develop comprehensive knowledge of how areas of business, such as architecture and infrastructure, integrate to accomplish business goals

+ Provide in-depth analysis with interpretive thinking to define issues and develop innovative solutions

+ Serve as advisor or coach to mid-level developers and analysts, allocating work 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.

+ Develop and optimize scalable Java data pipelines for processing and analyzing large scale financial data.

+ Design and implement distributed computing solutions for risk modeling, pricing and regulatory compliance.

+ Ensure efficient data storage and retrieval using Big Data.

+ Implement best practices for performance tuning of both Java processes and SQL query.

+ Design and implement distributed computing solutions for risk modeling and regulatory compliance.

+ Maintain high code quality through testing, CI/CD pipelines and version control (Git, Jenkins).

+ Work on batch processing frameworks for Market risk analytics.

Qualifications:

+ 5-8 years of relevant experience

+ Experience in systems analysis and programming of software applications

+ Experience in core Java development and knowledge of framework such as Spring, Arca, Flink etc

+ Experience in managing and implementing successful projects

+ Working knowledge of consulting/project management techniques/methods

+ Ability to work under pressure and manage deadlines or unexpected changes in expectations or requirements

+ Working experience with Oracle and PL/SQL is also a plus.

+ Multi-threading experience is a plus

+ Knowledge of Python is preferred

Education:

+ Bachelor’s degree/University degree or equivalent experience

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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Primary Location:

Jersey City New Jersey United States

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Primary Location Full Time Salary Range:

$121,200.00 - $181,800.00

In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.

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Most Relevant Skills

Please see the requirements listed above.

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Other Relevant Skills

For complementary skills, please see above and/or contact the recruiter.

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Anticipated Posting Close Date:

Sep 16, 2025

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_Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law._

_If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi (https://www.citigroup.com/citi/accessibility/application-accessibility.htm) ._

_View Citi’s EEO Policy Statement (https://www.citigroup.com/global/eeo-aa-policy) and the Know Your Rights (https://www.eeoc.gov/sites/default/files/2023-06/22-088\_EEOC\_KnowYourRights6.12ScreenRdr.pdf) poster._

Citi is an equal opportunity and affirmative action employer.

Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.