Citi Equity Structured Products RFQ & Pricing (AVP 2017) in Singapore, Singapore

  • Primary Location: Singapore,Singapore,Singapore

  • Education: Bachelor's Degree

  • Job Function: Technology

  • Schedule: Full-time

  • Shift: Day Job

  • Employee Status: Regular

  • Travel Time: No

  • Job ID: 17055365

Description

Job Description

Citi is looking for candidates with strong technical skills within its Equities Derivative Technology team based in Singapore. These is are great opportunities for anyone interested in being a part of the core equity derivative team and participate in the design and development of the new risk platform to support the growing needs of risk and control.

One of the larger problems across Capital Markets is duplication of similar platforms. Solution is to decouple Asset Class functionality from the Asset Agnostic components. In 2015, we have picked up RFQ to be solved by all Asset classes working on it together to build a platform for future. This is identified as a platinum stream with an immense revenue generation potential in 2015/2016 for Equities. Asia is one of the key regions for growth where business opportunity has been estimated by the business as much as $100 million in the RFQ Exotics space. Building a sound automated Cross Asset Exotics Execution Platform would be a key differentiator for Citi with respect to competition. We are looking for a candidate with the will to learn and bring domain knowledge to help the team get a good start.

We are looking for problem solvers who can word in a demanding/high paced challenging work environment to deliver robust technical solutions to solve critical business problems on RFQ. The is a great opportunity for someone to become a part of an energetic / high skilled development team working on cutting-edge technology and platform to build the next generation solutions for CORE RFQ Risk and Pricing engine. Multiple job opening at all different levels.

Qualifications

Technical Skills Profile:

  • Expertise in C#.NET, C++,Boost,Design patterns ,Linux, Continuous Integration methods

  • Prior experience with Python, Git / Stash, Static / Dynamic Code analysis, Code review tools, Memory profiler

  • Exposure to or experience in middleware FIX, Tibco EMS, Google ProtoBuf

  • Experience in server performance issues and tuning

  • Detailed business knowledge of Equity Derivative products and practical experience trading products

  • Quantitative modeling background and strong understanding of complex pricing models use for equity derivative products

  • Experience in front office Electronic RFQ systems is a plus

  • Masters level education background on mathematics and/or financial engineering

  • Good team player and also be able to work independently

  • Eager to learn and self-motivated