Product Developer

Product Developer

Citigroup Global Markets Inc. seeks a Product Developer for its Tampa, Florida location.

Duties: Work on strategic initiatives to enhance Citi's counterparty credit risk management systems for various trading products. Understand the data flow, data definition and data requirements for different products to implement models and methodologies for accurate risk metric calculations. Perform as-is and to-be state analyses of risk models and methodologies, and work with risk portfolio managers and technology partners to define the required enhancements to ensure accurate risk metric calculation. Develop and enhance tools for measurement, monitoring and reporting of the counterparty exposure and participate in project management of strategic risk infrastructure development. Prepare data visualization reports and analyses for presentation to senior management and regulators. Analyze and interpret data reports for making recommendations addressing the business needs. Perform portfolio analysis using Python and Tableau to determine the key drivers for risk capital and other risk metrics. Analyze portfolios to identify the historical industry and asset-specific trends using SAS, R, and Python programming.

Requirements: Requires a Master's degree in Business Analytics, Data Analytics, or related field and 3 years of specified progressive post-baccalaureate experience as a Model/Analysis/Validation Officer, Business Analyst, or related position involving credit risk management systems, data flow, data definition, and data requirement for trading products in the financial services industry. Alternatively, employer will accept Bachelor's degree in the stated field and 5 years of the specified progressive, post-baccalaureate experience. 3 years of experience must include: Financial market products knowledge including derivatives (bilateral and clear), securities financial transactions, margin lending and financing; Counterparty exposure analysis including potential future exposure and stressed exposure; Counterparty exposure metrics determination and risk exposure calculations; Database management systems, design and algorithms analysis; Data analysis and visualization, and reports production including regulatory reporting; Data pipelines creation and linkages between different data sources to mine data and derive meaningful insights; Portfolio analysis and key risk driver identification using Python and Tableau; Portfolio variance analysis and capital impacts analysis using SAS, R, and Python; Econometric Coding; and Project Management. Applicants submit resumes at jobs.citi.com. Please reference Job ID #25895826. EO Employer.

Wage Range: $129,000 to $140,000