This role is for a **Senior C# .NET Developer** within fixed income data technology. The team is responsible for monetizing data generated by fixed income business and building tools/services that provide insights with direct impact on revenue. The ideal candidate will help design, develop, and optimize a high-performance **Excel Add-ins powered by data APIs** . The add-ins are used by **traders, risk managers, quantitative analysts,** and others to generate analytical reports for **fixed income rates products** (Bonds, Swaps, Futures, Options). **Key Responsibilities** **Excel Add-in Development** + Develop and optimize a high-performance **Excel Add-in** using **Excel-DNA** and **.NET** . + Implement **User-Defined Functions (UDFs)** and **XLL Add-ins** for risk reports. + Optimize Excel performance by reducing recalculation overhead and improving data handling. + Build modular and easily testable add-ins using dependency injection tools like MEF. **Data Processing & API Integration** + Consume **RESTful APIs** for market data, trade positions, and risk analytics. + Implement **asynchronous and multi-threaded** processing for efficient data retrieval. + Implement local caching solutions to optimize large datasets retrieval and reuse within Excel. **Software Engineering & Deployment** + Follow **SOLID principles** and best practices for clean, maintainable code. + Automate builds, testing, and deployments using **Azure DevOps, Jenkins, or GitHub Actions** **.** + Write **unit tests (xUnit/NUnit), performance tests** , and debug issues in Excel add-ins. + Implement secure authentication using **OAuth, JWT, or certificate-based access** **.** **Collaboration & Stakeholder Interaction** + Work closely with **traders, risk managers, and quant teams** to deliver their data reporting needs. + Provide L3 support during APAC hours. + Collaborate with global team on key initiatives and business priorities **Technical Skills** + **C# .NET Framework** – Strong expertise in modern .NET development, DI tools like MEF, Autofac, Rx.Net, WPF experience. + **Excel Add-in Development** – Experience with **Excel-DNA, VSTO, COM Interop** **.** VBA experience preferred. + **Asynchronous Programming** **–** **async/await, multi-threading, and parallel processing** **.** + **APIs and data processing** **–** Proficiency working with REST APIs, optimizing large datasets, reducing Excel recalculation overhead. + **CI/CD & Deployment** **–** Automated builds and deployments with **Jenkins, or GitHub Actions.** + **Testing & Debugging** **–** Unit testing with xUnit/NUnit, mocking (Moq), profiling performance, debugging Excel add-ins. + **Security & Authentication** **–** Implementing **OAuth, JWT, API security best practices** **.** + **Software Design & Best Practices** **–** SOLID principles, clean architecture, and maintainable code. **Qualifications:** **Experience** + **5+ years** of experience in **C# .NET development** **.** + **3+ years** of experience building **Excel Add-ins** with Excel-DNA or VSTO. + Bachelor's/master’s degree in computer science **, Engineering, Finance, or related field** **.** + Experience in **fixed income trading or risk preferred** **.** **Education:** + Bachelor’s degree/University degree or equivalent experience This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required. The Fixed Income Technology data team is responsible for providing data products, data platforms & analytics to traders, sales people, quants and risk & finance functions to deliver first class client service and drive trading profitability while managing risks prudently. Great candidates are curious about data engineering and understanding business processes through the lens of the data traces they leave, knowledgeable in data technologies (databases, streaming systems like Kafka, data modeling and transformations, data quality tools and methods as well as Java and Python) and equally importantly eager to learn more and master new technologies. ------------------------------------------------------ **Job Family Group:** Technology ------------------------------------------------------ **Job Family:** Applications Development ------------------------------------------------------ **Time Type:** Full time ------------------------------------------------------ Citi is an equal opportunity and affirmative action employer. Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran. Citigroup Inc. and its subsidiaries ("Citi”) invite all qualified interested applicants to apply for career opportunities. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review **Accessibility at Citi (https://www.citigroup.com/citi/accessibility/application-accessibility.htm)** . View the "EEO is the Law (https://www.dol.gov/sites/dolgov/files/ofccp/regs/compliance/posters/pdf/eeopost.pdf) " poster. View the EEO is the Law Supplement (https://www.dol.gov/sites/dolgov/files/ofccp/regs/compliance/posters/pdf/OFCCP\_EEO\_Supplement\_Final\_JRF\_QA\_508c.pdf) . View the EEO Policy Statement (http://citi.com/citi/diversity/assets/pdf/eeo\_aa\_policy.pdf) . View the Pay Transparency Posting (https://www.dol.gov/sites/dolgov/files/ofccp/pdf/pay-transp\_%20English\_formattedESQA508c.pdf) Citi is an equal opportunity and affirmative action employer. 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