Citi's XVA and Cross Asset Margin technology teams are seeking a Java Developer to join their Pune office. This role focuses on developing and enhancing strategic systems for managing trading risks, including market and counterparty credit risks. The position involves calculating margin requirements for OTC bilateral derivatives and optimizing them using models like VaR, SIMM, and Credit Stress.
The role requires strong expertise in Java development with experience in Spring, Kafka, and distributed systems. You'll be working on mission-critical applications that support traders, salespeople, risk managers, and operations staff. The ideal candidate should have 4-7 years of experience and be comfortable with modern development practices including microservices, API design, and cloud platforms.
This is an excellent opportunity to work with cutting-edge financial technology at a global banking leader. You'll be part of a team that develops solutions for regulatory compliance and risk management, while working with modern technologies like Kubernetes, MongoDB, and Python. The role offers exposure to complex financial concepts and the chance to work with quantitative teams on risk calculation models.
The position requires a blend of technical expertise and business understanding, particularly in areas like Margin, CVA, XVA, and regulatory stress testing. You'll be contributing to systems that have a direct impact on how Citi Capital Markets manages risk, making this an influential role in the organization's technology landscape.