Nonlinear Rates Risk Technical Analyst - Vice President

Citi

Confirmed live 2 days ago High trust
Remote

Quick summary

Work type
Remote
Location
New York, NY
Salary
$142,320–$213,480 / yr
Posted
103 days ago
Freshness
Confirmed live 2 days ago

Market check

Salary context

Competitive pay

How this pay compares to similar roles

Similar $168k
This role $178k
$126k most similar roles pay here $223k

This role pays more than 61% of similar roles. Most pay $135,500–$201,000 — the shaded band above. At the midpoint, this role pays about $178k versus about $168k for comparable roles.

Based on 239 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.

Most-posted roles

View all roles at Citi

At a glance

TL;DR · Nonlinear Rates Risk Technical Analyst - Vice President

The Nonlinear Rates Risk Technical Analyst – Vice President joins the Risk Technology team to deliver solutions specifically for the Nonlinear Rates business and Rates Trading desks. This role involves managing relationships with stakeholders like Desk Heads, managers, and quants while defining business, functional, and technical specifications. The analyst will manage large-scale projects, drive the adoption of new quant models including risk valuation validation, roll out products in Risk Management systems, and improve engineering processes and testing deliverables. Candidates should possess an Engineering or Mathematics background and proficiency in Java, Python, or .NET, specifically C#. Required skills include advanced SQL queries, stored procedures, and pytest framework knowledge. The role addresses complex financial problems involving fixed income and derivatives products within the global rates and FX markets to ensure robust risk management across various asset classes.

What you'll do

  • Deliver large-scale projects in partnership with Trading Businesses.
  • Define business, functional, and technical specifications for Risk Management systems.
  • Drive the adoption and validation of new quantitative models.
  • Build and roll out new products within the Risk Management technology suite.
  • Improve development processes by testing deliverables and reviewing controls.
  • Enhance the engineering of the existing technology platform.
  • Manage relationships with stakeholders including Desk Heads, managers, and quants.

What we're looking for

  • Vice President level role requiring at least 8 years of relevant experience.
  • Proficiency in Java, Python, or .NET (C# preferred) with a solid understanding of IT fundamentals.
  • Knowledge of advanced SQL queries, stored procedures, user defined functions, views, triggers, scripts, and cursors.
  • Ability to write high-quality unit and integration tests, with knowledge of the pytest framework as a plus.
  • Strong debugging skills using various IDEs such as PyCharm or Eclipse.
  • An Engineering or Mathematics background is preferred.
  • Knowledge of financial markets and Risk Exposure to Fixed income (including Derivatives) products.
  • Strong written and verbal communication skills with an ability to conduct research, organize findings, and build plans.

More like this

Similar roles

Vice President, Public ETF Trading

Goldman Sachs

New York, NY 58 days ago $150,000$300,000
Python SQL MATLAB C++ Java Algorithmic Trading Backtesting Financial Modeling Data Analysis Machine Learning Statistics Econometrics Risk Management ETFs
2+ yrs exp

Engineer, Risk Technology

Balyasny Asset Management

New York, NY +1 58 days ago $175,000$225,000
Python Pandas NumPy Docker Kubernetes AWS SQL Kafka Redis MongoDB MS SQL REST API pytest unittest C# Java C++ Distributed Computing Object-Oriented Programming
4+ yrs exp

eTrading Engineer Vice President

Morgan Stanley

New York, NY 79 days ago $155,000$215,000
Java Python Low Latency Development QA Automation Object-Oriented Programming CLI AI Tools Fixed Income
6+ yrs exp