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7.0 - 11.0 years
Pune, All india
On-site
Role Overview: You are currently looking for a high caliber professional to join the 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 cooperative, strategic systems and services that are regulatory driven and have a direct impact on how Citi Capital Markets manages risk arising from trading, including market and counterparty credit risks. Your responsibilities include calculating margin requirements for OTC bilateral derivatives, optimizing margin requirements for clients using models like VaR, SIMM, and Credit Stress, and supporting traders, s...
Posted 3 weeks ago
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