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We’re currently looking for a high caliber professional to join our 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 co-operative, 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. We are 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 Credit Stress. We support traders, salespeople, risk managers, financial controllers and operations staff. The Applications Development Senior Programmer Analyst is an intermediate level position responsible for participation in the establishment and implementation of new or revised application systems and programs in coordination with the Technology team. The overall objective of this role is to contribute to applications systems analysis and programming activities. Responsibilities: • Provide expertise in area and advanced knowledge of applications programming and ensure application design adheres to the overall architecture blueprint. • Utilize advanced knowledge of system flow and
American investment bank and financial services corporation
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