Head of EMEA Rates Real Time Pricing and Risk

Our newly opened attractive role is to lead the EMEA Rates Real Time Pricing and Risk technology team which is a part Fixed Income Pricing technology. You will be the senior technical lead to face the EMEA Rates trading desks located in Paris and London and be accountable for the delivery of all required functionality and strategic technical improvements to the real time pricing and risk capabilities. The role encompasses stake holder management, planning, analysis, and implementation of requirements as well as management of the development team. You must possess strong knowledge of quantitative methods used in curve construction, risk generation as well as technical design that ensures fast and sufficiently accurate calculations of the required measures.

Responsibilities

• EMEA Curve construction changes to improve accuracy and performance of pricing and quoting
• Extending the scope of auto quoted products provided by the latest pricing methodology
• Customization of risk transformation calculations to ensure hedging is effective
• Leading an implementation of new PCA based risk views
• Contributing to the technical strategy focused on stability, performance, and developers’ productivity

Qualifications

• 10+ years of relevant experience
• Deep experience developing front office pricing or risk systems preferably focused on Rates products
• Familiarity with Open Shift platform
• Knowledge of open-source streaming frameworks such as Apache Flink
• Familiarity with KDB/q architecture and its use in real time streaming applications
• Understanding of the quantitative methods behind rates curve construction and risk calculations
• Demonstrated leadership and proactive project management skills
• Relationship and consensus building skills
• Strong communication skills, both with the business stake holders and peer technology teams

Education

• Bachelor’s degree/University degree
• Master’s degree preferred

Benefits

We are offering various and attractive benefits, just as hybrid working model (2 days from home). Alongside these benefits Citi is committed to ensuring our workplace is where everyone feels comfortable coming to work as their whole self every day. We want the best talent around the world to be energized to join us, motivated to stay, and empowered to thrive.

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