Apps Dev Sr. Programmer Analyst
Citi - Jersey City, NJ

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Reference Code: 12050139
Location: Jersey City, NJ, USA
Education Level: Bachelor's Degree
Description

The Risk Capital and Stress Testing project, or RCAST, is a multi-year strategic initiative to replace multiple internal systems in order to provide a unified point of calculations and reporting for government regulatory reporting purposes. The project consists of multiple aspects of government reporting. Some of the reporting projects are Corporate Stress Testing, Comprehensive Capital Analysis and Review, and Risk Capital. The intent is to engineer a system that will generate firm-wide reports of the exposure the firm has in predefined scenarios. The technical expertise needed to architect and deliver a system of this caliber is very high and will demand strong individuals with a relevant set of skills. The individual will have to work closely with business representatives in the risk space and have a strong understanding of market, credit, and systemic risk.

Specifically this position is for the analytics aspect of the consolidation project. The candidate will design, architect, and implement a system used to unite the analytics of stressed exposures from across the firm for specific risk analytics. This analytics system will generate stressed exposure calculations based on scenarios defined by the government and various internal business entities. Qualifications

Bachelor's Degree and 3+ years experience with the following experience:

C++
Boost
STL
Linux
Makefiles
UML
GoF Design Patterns
Multithreading

Citi - 21 months ago - save job - block
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