• Competitive
  • New York, NY, USA
  • Permanent, Full time
  • Citi-US
  • 2018-09-22

Markets Technical Business Analyst with Python/SQL

Markets Technical Business Analyst with Python/SQL

  • Primary Location: United States,New York,New York
  • Education: Bachelor's Degree
  • Job Function: Technology
  • Schedule: Full-time
  • Shift: Day Job
  • Employee Status: Regular
  • Travel Time: No
  • Job ID: 18053522


Description

About Citi

Citi, the leading global bank, has approximately 200 million customer accounts and does business in more than 160 countries and jurisdictions. Citi provides consumers, corporations, governments and institutions with a broad range of financial products and services, including consumer banking and credit, corporate and investment banking, securities brokerage, transaction services, and wealth management. Our core activities are safeguarding assets, lending money, making payments and accessing the capital markets on behalf of our clients.

Citi's Mission and Value Proposition explain what we do and Citi Leadership Standards explain how we do it. Our mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress. We strive to earn and maintain our clients' and the public's trust by constantly adhering to the highest ethical standards and making a positive impact on the communities we serve. Our Leadership Standards is a common set of skills and expected behaviors that illustrate how our employees should work every day to be successful and strengthens our ability to execute against our strategic priorities.

Diversity is a key business imperative and a source of strength at Citi. We serve clients from every walk of life, every background and every origin. Our goal is to have our workforce reflect this same diversity at all levels. Citi has made it a priority to foster a culture where the best people want to work, where individuals are promoted based on merit, where we value and demand respect for others and where opportunities to develop are widely available to all.

Description:

The Rates Risk Technology Team requires a Business Analyst to help drive Global Front Office Risk projects across all aspects of the SDLC process.

Simpliciti is Citi's risk engine for interest rate derivatives. 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, test and roll out of business facing changes, we are looking to on-board a Business Analyst (BA). The right person will help drive projects extending the Simpliciti platform aligned with Front Office initiatives for the G10 Rates Trading Desk linked to trade valuations for interest rate derivatives, trading tools, live re-evaluation of risk, and P&L analysis (PAA / PLE).

This challenging role offers an excellent opportunity to work closely with the Trading / Risk Management and Finance functions 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 an experienced Developer who would like to augment and diversify their skillset with additional business knowledge or an individual with experience operating as BA within a Technology organization and who would like to contribute to projects both as a BA and on a technical level.

The types of project undertaken by the team ranges 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.

Key Responsibilities:
  • Perform requirement analysis and capture, working closely with business users and managers to scope and define solutions
  • Develop and distribute systems documentation for new enhancement
  • 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 (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


Qualifications

Knowledge/Experience:

Business facing :
  • Demonstrable experience in eliciting and documenting business requirements within the financial industry
  • Demonstrable experience in actively contributing to project delivery for both small and large scale projects
  • Knowledge of Excel 2010+, and writing VBA functions (not using macros). Demonstrable experience in understanding, reasoning about and reverse-engineering large spreadsheets would be a plus
  • Strong communication skills, oral and written
  • Knowledge of financial derivatives pricing and risk, ideally of interest rate derivatives. An understanding of P&L explain methodologies would be a plus
  • Experience of working with commercial or in-house quant pricing libraries
  • Ability to apply sound technical skills and knowledge of the Rates business to develop creative solutions to meet client and business needs.
Technical skills :
  • SQL / T-SQL (SQL Server 2008+) for querying (joins, intersects, aggregations etc.…). Knowledge of database design (data warehousing) would be a plus
  • Experience of in-house or commercial programming using Python 2.7+, C#, Java or other would be a plus
  • Working knowledge in integrating with HTTP/APIs end-points and processing responses
  • Working knowledge of MDX for SQL Server Analysis Service 2008+
  • Understanding of Agile software development methodology and experience in using source control (ideally git)
Interpersonal skills:
  • Responsible, agile and collaborative team worker
  • Ability to develop strong relationships with others, effectively influencing peers and business partners.
  • Self-motivated and organized, with determination to achieve goals; ability to work autonomously when required
  • 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, Engineering, Mathematics or other numerate discipline. Candidates with degrees in other fields will be considered provided they have demonstrable experience in the other areas required for this role.
New York, NY, USA New York NY US