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7.0 - 11.0 years
0 Lacs
pune, maharashtra
On-site
You are currently looking for a high-caliber professional to join your team as Assistant Vice President, Applications Development Senior Programmer Analyst (C12) based in Pune, India. The XVA and Cross Asset Margin technology teams actively develop and enhance a set of strategic systems and services which are regulatory driven and have a direct bearing on how Citi Capital Markets manages risk arising from trading, including both market and counterparty credit risks. You will be responsible for calculating margin requirements for OTC bilateral derivatives and optimizing margin requirements for clients by considering offsets across various financial products using models like VaR, SIMM, and Cr...
Posted 4 months ago
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