Python Counterparty Credit Risk Senior Developer

Citigroup is a global financial services company with over 225,000 employees worldwide. The company offers opportunities across multiple business lines including banking, technology, and investment services, focusing on delivering innovative solutions that drive global progress.

• Solid mathematical finance and statistical analysis skills
• Knowledge of probability and stochastic calculus
• Thorough and detailed approach to accuracy
• Ability to follow procedures and operate within strict guidelines
• Excellent command of Python programming
• Experience developing software for Windows and Linux
• Good command of UNIX Shell scripting
• Experience working collaboratively within large development teams
• Proficiency with version control software like Git and TortoiseSVN
• Outstanding analytical and problem-solving skills
• Master's degree or equivalent in computer science, mathematics, engineering, or physics
• Excellent verbal and written English
• Ability to work in a team and under pressure
• Minimum 5 years of experience in a similar role

• Develop and maintain the ACE Python application, assisting with transition to cloud
• Identify and develop calculation optimization improvements
• Work with Front Office teams to integrate quant library/technology enhancements into the codebase
• Support build, testing, and release management of the credit risk application
• Work on Regulatory and Governance based projects across various asset classes
• Provide regular development updates to stakeholders
• Perform data analysis and produce regular reports
• Take ownership and proactively follow up on issues