Citi

C++ Tech Lead - ACE

Citi - full time

Pune, India

16 May 2017

Citi

About ACE
ACE stands for Analytical Calculation Engine. It calculates Counterparty Credit Exposure for various derivative products. It provides EAD (Exposure at Default), PFE (Potential Future Exposure)/CP-PFE, PSLE/CP-PSLE profile to downstream systems; these outputs are used to calculate Basel RWA (Risk Weighted Asset), Internal Risk Monitoring, CVA/DVA (Credit Value Adjustment/Debit Value Adjustments), etc.

Mandatory Qualifications:

  • Bachelor’s degree in Computer Science, Information Systems Management, or related field preferred
  • 8 to 10 years of strong experience in C++ under UNIX/Linux environment
  • Strong in Basic C++ concepts like Polymorphism, Exception handling, writing new Classes, Pointer -
    Handling, Dynamic memory allocation/de-allocation
  • Strong experience in using STL containers (Like vector, list, map etc.), BOOST library
  • Should have fair knowledge of Multithreading, Design Patterns

Desirable Qualifications:

  • Experience of using TBB, Google Protocol Buffer, Zero MQ libraries
  • Knowledge of Risk Domain, Counterparty Credit Risk, Derivatives Products
  • Ability to prioritize and manage schedules under tight, fixed deadlines
  • Ability to produce professional, technically-sound solutions
  • Strong writing, communication, time-management, decision-making, and basic task organization skills
  • Good team player



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