Citi
Counterparty Credit Risk Python Developer, AVP
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Counterparty Credit Risk Developer
About the Role
Counterparty Credit Risk Analytics is a group within Citi Financial Risk Technology, responsible for developing the applications used for derivatives credit risk and Basel capital calculations firm-wide.
The Counterparty Credit Risk Developer is an intermediate-level position with core responsibilities including the development, maintenance, and enhancement of applications for calculating Counterparty Credit Risk (CCR) metrics. Key objectives also include:
- Contributing to execution analysis reports and performance monitoring
- Optimising application build processes
- Enhancing the end-to-end calculation test suite
This role offers exposure to advanced technological paradigms such as high-performance grid computing, collaboration with Front Office Technology, Risk, and Quant teams, and working with modern cloud-based and computational infrastructures.
Principal Responsibilities
- Develop and maintain Counterparty Credit Risk applications
- Enhance and support CI/CD processes, including build, testing, and release management
- Optimise codebase performance and facilitate a cloud-based workflow transition
- Expand and execute test suites (unit, regression, integration) while conducting performance/memory profiling
- Create and maintain comprehensive documentation for applications and processes
- Collaborate with Quant and Technology teams to integrate new models and technologies
- Analyze complex issues and provide evaluative judgements on business and system processes
- Serve as a Subject Matter Expert (SME) for senior stakeholders and team members, exercising independent judgement
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Qualifications & Requirements
Core Competencies
- Strong programming experience in Python, including systems analysis and software application development
- Proficiency with UNIX shell scripting (e.g., Bash, Ksh) and version control tools (e.g., Git)
- Experience with CI/CD pipeline technologies, such as Jenkins
- AWS cloud experience a plus
- Outstanding analytical and problem-solving skills, with a meticulous approach to accuracy
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Soft Skills & Collaborative Abilities
- Excellent verbal and written communication skills in English
- Ability to collaborate effectively within a large tech team
- Capacity to work under pressure, meet deadlines, and take ownership of tasks
Education & Experience
- Master’s degree (or equivalent) in Computer Science, Mathematics, Engineering, or Physics
Job Details
- Time Type: Full-time
- Job Family Group: Technology
- Job Family: Applications Development
Additional Information
Citi is an equal opportunity employer. Qualified candidates will receive consideration without regard to race, colour, religion, sex, sexual orientation, gender identity, national origin, disability, protected veteran status, or any other characteristic protected by law.
For accessibility accommodations, please contact the recruiter or visit Accessibility at Citi. View Citi's EEO Policy Statement and the Know Your Rights poster.
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