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 exposure calculations Firm-wide.
The Python Counterparty Credit Risk Developer is an intermediate level position responsible for participation in the development and advancement of the derivatives credit risk application.
Core objectives will include developing and maintaining the applications calculating the Counterparty Credit Risk metrics. Additional objectives will include the contribution towards application execution analysis reports, monitoring and optimization of the application build and the enhancement of the end-to-end calculation test suite.
This is an excellent opportunity to gain exposure to a wide range of advanced technology paradigms like high performance grid computing. It will provide significant opportunities to collaborate with teams in the broader internal network including Front Office Technology, Risk and Quant groups, to ensure integration of new technology features and quant library updates into the codebase.
Responsibilities:
- Developing and maintaining the Counterparty Credit Risk applications, leveraging in-house Python and C++ model libraries.
- Supporting and improving CI/CD (build, testing and release management).
- Contributing to the codebase to optimize performance and consolidate the workflow across asset classes.
- Extending existing test suites, including unit, regression, and integration tests. Performance and memory profiling. Assisting in the execution of impact analysis testing runs.
- Working on documentation.
- Working with Front Office Quant and Technology teams to integrate model updates and technological enhancements into the application.
- Utilizing in-depth specialty knowledge of applications development to analyze complex problems/issues, provide evaluation of business process, system process, and industry standards, and make evaluative judgement.
- Serving as advisor or coach to new or lower-level analysts.
- Exercising independence of judgement and autonomy.
- Acting as SME to senior stakeholders and /or other team members.
Qualifications:
- 5-8 years of demonstrative experience of programming in Python.
- Experience in systems analysis and programming of software applications.
- Proficiency with UNIX shell scripting (bash, ksh etc).
- Proficiency with version control software like Git.
- Experience in CI/CD pipeline technologies like Jenkins.
- Outstanding analytical and problem-solving skills.
- Thorough and detailed approach to accuracy is essential.
- Excellent verbal and written English.
- Ability to collaborate well working within a large team of developers.
- Ability to work under pressure and manage deadlines or unexpected changes in expectations or requirements.
- Ability to take ownership and proactively follow up on issues.
Education:
Master’s degree or equivalent in computer science, mathematics, engineering or physics.
This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.
Job Family Group:
Technology
Job Family:
Applications Development
Time Type:
Full time
Most Relevant Skills
Please see the requirements listed above.
Other Relevant Skills
For complementary skills, please see above and/or contact the recruiter.
Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.
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*.*
View Citi’s EEO Policy Statement and the Know Your Rights poster.
About Citi
Citi's mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress. Our core activities are safeguarding assets, lending money, making payments and accessing the capital markets on behalf of our clients. We have 200 years of experience helping our clients meet the world's toughest challenges and embrace its greatest opportunities. We are Citi, the global bank – an institution connecting millions of people across hundreds of countries and cities.
For information on Citi’s commitment to privacy, visit on.citi/privacy.
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 exposure calculations Firm-wide.
The Python Counterparty Credit Risk Developer is an intermediate level position responsible for participation in the development and advancement of the derivatives credit risk application.
Core objectives will include developing and maintaining the applications calculating the Counterparty Credit Risk metrics. Additional objectives will include the contribution towards application execution analysis reports, monitoring and optimization of the application build and the enhancement of the end-to-end calculation test suite.
This is an excellent opportunity to gain exposure to a wide range of advanced technology paradigms like high performance grid computing. It will provide significant opportunities to collaborate with teams in the broader internal network including Front Office Technology, Risk and Quant groups, to ensure integration of new technology features and quant library updates into the codebase.
Responsibilities:
- Developing and maintaining the Counterparty Credit Risk applications, leveraging in-house Python and C++ model libraries.
- Supporting and improving CI/CD (build, testing and release management).
- Contributing to the codebase to optimize performance and consolidate the workflow across asset classes.
- Extending existing test suites, including unit, regression, and integration tests. Performance and memory profiling. Assisting in the execution of impact analysis testing runs.
- Working on documentation.
- Working with Front Office Quant and Technology teams to integrate model updates and technological enhancements into the application.
- Utilizing in-depth specialty knowledge of applications development to analyze complex problems/issues, provide evaluation of business process, system process, and industry standards, and make evaluative judgement.
- Serving as advisor or coach to new or lower-level analysts.
- Exercising independence of judgement and autonomy.
- Acting as SME to senior stakeholders and /or other team members.
Qualifications:
- 5-8 years of demonstrative experience of programming in Python.
- Experience in systems analysis and programming of software applications.
- Proficiency with UNIX shell scripting (bash, ksh etc).
- Proficiency with version control software like Git.
- Experience in CI/CD pipeline technologies like Jenkins.
- Outstanding analytical and problem-solving skills.
- Thorough and detailed approach to accuracy is essential.
- Excellent verbal and written English.
- Ability to collaborate well working within a large team of developers.
- Ability to work under pressure and manage deadlines or unexpected changes in expectations or requirements.
- Ability to take ownership and proactively follow up on issues.
Education:
Master’s degree or equivalent in computer science, mathematics, engineering or physics.
This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.
Job Family Group:
Technology
Job Family:
Applications Development
Time Type:
Full time
Most Relevant Skills
Please see the requirements listed above.
Other Relevant Skills
For complementary skills, please see above and/or contact the recruiter.
Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.
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*.*
View Citi’s EEO Policy Statement and the Know Your Rights poster.
About Citi
Citi's mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress. Our core activities are safeguarding assets, lending money, making payments and accessing the capital markets on behalf of our clients. We have 200 years of experience helping our clients meet the world's toughest challenges and embrace its greatest opportunities. We are Citi, the global bank – an institution connecting millions of people across hundreds of countries and cities.
For information on Citi’s commitment to privacy, visit on.citi/privacy.