Senior Group Manager, Apps Development Director

Citi

Confirmed live yesterday High trust

Remote

Quick summary

Work type: Remote
Location: Jersey City, NJNew York, NY
Salary: $170,000–$300,000 / yr
Posted: 22 days ago
Freshness: Confirmed live yesterday
Nearby: 99+ roles within 25 mi

Market check

Salary context

Competitive pay

How this pay compares to similar roles

Similar $232k

This role $235k

$154k most similar roles pay here $316k

This role pays more than 50% of similar roles. Most pay $178,725–$284,600 — the shaded band above. At the midpoint, this role pays about $235k versus about $232k for comparable roles.

Based on 240 similar postings.

Employer

About Citi

Citi is one of the world’s most trusted financial institutions, proudly serving millions of customers across the United States.

Citi currently has 255 open roles on FindRole.

Listed pay typically runs $138,720–$208,080 across 237 roles with salary data.

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At a glance

TL;DR · Senior Group Manager, Apps Development Director

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Apps Development Sr Group Mgr - Director will serve as the Lead Engineer, High-Performance Risk Calculations within the technology group. This role involves architecting and developing a core C++ framework to power the firm's market risk platform by executing critical methodologies like Historical VaR, Expected Shortfall, and stress testing calculations. The individual will manage high-throughput data flows that combine market risk sensitivities with historical scenarios to generate P/L vectors while leading a team of C++ and Python developers. Key technical requirements include expert-level C++ development, multi-threading, vectorization (SIMD), memory optimization, and cache-friendly data structures. The role addresses the complex business problem of building a low-latency, high-performance computational engine to meet regulatory requirements like FRTB while ensuring accurate risk reporting for large-scale financial derivatives and market risk management.

Skills

C++ Python High-Performance Computing Multi-threading SIMD Memory Optimization Risk Management FRTB VaR Stress Testing Data Structures

What you'll do

Architect and develop the core C++ framework for large-scale risk aggregation and calculations from the ground up.
Implement and optimize complex risk algorithms for FRTB Expected Shortfall, Historical Simulation VaR, and firm-wide Stress Testing.
Design high-throughput data flows to combine market risk sensitivities with thousands of historical scenarios.
Lead a team of C++ and Python developers while setting standards for code quality and performance.
Translate complex mathematical models from quantitative analysts into highly efficient, production-ready code.
Ensure the calculation engine is robust, scalable, and meets aggressive regulatory and internal reporting timelines.

What we're looking for

15+ years of hands-on, expert-level C++ development experience is required.
Experience building low-latency, high-throughput, computationally intensive systems is required.
Practical experience building large-scale risk calculation engines for VaR and Stress Testing in a major financial institution is required.
Proficiency in high-performance computing techniques including multi-threading, vectorization (SIMD), memory optimization, and cache-friendly data structures is required.
A degree in a highly quantitative or technical field such as Computer Science, Engineering, Physics, or Mathematics is required.
Strong domain knowledge in Market Risk, financial derivatives, and the mathematics of risk calculations is required.
Proven ability to lead and mentor elite teams of quantitative developers is required.

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