Data Science Developer

Key Skills

Java Programming, Python Programming, SQL, PowerBI, Scala Programming, Data science techniques, JIRA, QlikView, Tableau, SPARK Programming, Confluence

Job Description

• The Data Science developers will be part of a team supporting Citi’s risk transformation Initiative to address rapidly evolving regulatory requirements in various jurisdictions for implementing “Fundamental Review of the Trading Book (FRTB)” regulatory requirements. The team will be responsible for actively participating in and supporting the development of computation framework covering FRTB Standardized Approach (SA), Internal Model Approach (IMA) and CVA components.

Job Background/context:

Cloud computing/Data science Developers in the Risk Organization Program Management Office are expected to have creative problem-solving skills and a track-record of working in a collaborative partnership with multiple stakeholders (Risk, Businesses and other functions like Finance, Technology etc.). Citi is looking for a seasoned Data Science Developers with working knowledge of FRTB-SA, FRTB-IMA frameworks, and ability to apply it to technical design, development, and implementations across various regulatory jurisdictions.

Key Responsibilities:

Provide best-in-class Design and Development expertise for the assigned Book of Work across FRTB space (across regions) in partnership with stakeholders across Risk, Finance, Technology, Businesses, and other functions.

• Lead technical design and implementation of “FRTB - Standardized Approach (FRTB-SA)” methodology in Citi’s cloud computing infrastructure.
• This is with the objective to:

• Provide robust, controlled, reusable, and scalable analytics capabilities for the rapid adaption of FRTB-SA rules variations for various regulatory jurisdictions in which Citi operates.
• Develop FRTB-SA sensitivity and capital validation functionalities, interfacing with Citi’s Front Office IT and Risk IT systems.
• Integrate with already under development cloud based FRTB-IMA framework; providing a comprehensive platform for FRTB-IMA vs FRTB-SA comparative what-if-analysis to support management decision on desk structure and capital optimisation.

• Analyze, review and present challenges to the development to a cross-functional teams and partner with stakeholders to progress model development and implementation.
• Resolve complex problems, perform data analysis, identify impacts/gaps and demonstrate good analytical skills to validate and prioritize activities.
• Appropriately assess impact and risks when project decisions are made, applying sound ethical judgment regarding conduct and business practices, and escalating control issues with transparency

Development Value:

• Experience of working in a Leading global financial services organization
• Experience in working in Industry leading Enterprise-Wide Regulatory programs that enhance development of technical and analytical skills in addition to increased business knowledge
• Excellent professional development opportunities for internal and external professionals with an opportunity to interact and learn from workstream leads and SMEs

Knowledge/Experience:

• 7+ years of cloud computing/data science experience, within the Financial Services industry or Big Four consulting preferred, during which s/he has applied Data Modelling and Big Data concepts and methodologies to develop and implement complex projects spanning geographies and systems.
• Understanding of the data (design, principles) and technology models and architecture
• Understanding of Agile methodology.
• Knowledge in Market Risk management disciplines in a global bank environment with focus FRTB, BCBS, CRR2, CRR3 etc. is preferred.

Skills:

• Professional experience with at least one of Python, Java, Scala in a Unix/Linux operating system.
• Professional experience with cloud computing and large data technologies such as Hadoop distribution (yarn, hdfs, Impala), Spark architecture, Airflow orchestration, data reporting/visualization solutions.
• Strong algorithms and data structure knowledge as well as good knowledge of quantitative finance and risk modelling.
• Strong analytical and problem-solving skills, ability to quickly grasp multiple new topics (e.g., risk frameworks, processes that are being remediated / transformed) and apply an analytical mindset to understand program objectives, identify gaps and their solutions to contribute effectively to the Program.
• Excellent interpersonal and oral + written communication skills to comfortably interact effectively with internal clients, cross functional teams and Project Leads as required.
• Well organized, self-motivated, and good attention to detail, ability to deliver on tight deadlines or unexpected requirement changes, take reasoned decisions under pressure and willingness to ask questions and challenge existing processes.\

Qualifications:

• Bachelors Degree in Finance, Economics, Mathematics or other analytical discipline OR
• Certification in Data Sciences
• Additional certification in Agile, Prince 2 will be an added advantage.

Competencies

• Ability to work independently and manage multiple tasks, work under pressure, and adapt to sudden changes in the work environment.
• Action-oriented and organized, logical, analytical & rational
• Good problem-solving skills, Attention to details
• Highly self-motivated and self-driven with limited oversight requirements.

 System Requirements:

• Python, Java, Scala, Spark.
• BI tools usage like QlikView, Tableau, Power BI
• Project Management tools like JIRA, Confluence