Python Counterparty Credit Risk Senior Developer - VP
268.4k - 457k PLN268 390 - 457 010 PLN/ rok.
MidFull-time
#403800·Dodano 7 dni temu·0
Źródło: justjoin.itTech Stack / Keywords
PythonProgrammingStatistical analysisData analysisProblem-solvingUnix Shell Scriptingversion controlCI/CD Pipeline Technologies
Firma i stanowisko
ACE Quant Development Team is a group within Citi's Financial, Market & Credit Risk Technology group, responsible for developing analytical models used for derivatives credit risk and exposure calculations firm-wide.
Wymagania
- 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 verbal and written English
- Ability to work well under pressure and in a team
- Excellent command of programming using Python
- Experience developing software for Windows and Linux
- Proficiency with UNIX Shell scripting (ksh, bash, etc.)
- Experience with version control software like Git, TortoiseSVN
- Familiarity with CI/CD pipeline technologies like Jenkins
- Outstanding analytical and problem-solving skills
Nice to have:
- Familiarity with Numerical analysis and Monte-Carlo methods
- Experience with regulatory projects such as Model Risk, Basel III, Stress Testing, FRTB, CCAR
- Experience developing and supporting analytics libraries for derivatives pricing and risk
- In-depth knowledge of Rates, Credit, Equities, Commodities derivatives
Obowiązki
- Development and maintenance of the ACE Python application and assisting with transition to cloud
- Identifying and developing calculation optimization improvements
- Working with Front Office teams to integrate quant library/technology enhancements into the codebase
- Supporting build, testing, and release management of the credit risk application
- Working on regulatory and governance projects across a range of asset classes
- Providing regular development updates to stakeholders
- Performing data analysis and producing regular reports
- Taking ownership and proactively following up on issues
Benefity
- Employer paid Defined Contribution Pension Plan contribution of 6% of employee’s pensionable earnings (PPE Program)
- Employer paid Private Medical Care Package for employees and certain family members
- Employer paid Life Insurance Program for employees and certain family members
- Employee Assistance Program financed by Employer
- Paid Parental Leave Program including statutory and 2 weeks additional paid paternity leave
- Sport Card for employees and certain family members subsidized via Social Benefits Fund
- Additional benefits from Company’s Social Benefit Fund (Holidays Allowance, support for sport and cultural activities, team building events)
- Additional day off for volunteering
- Cafeteria/flex benefit system allowing employees to select and purchase benefits
- Opportunity to receive an annual discretionary incentive award
- Special offers and discounts for employees
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Inne informacje
Citi is an equal opportunity employer and provides consideration without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or protected veteran status. If you are a person with a disability and need a reasonable accommodation to use the application tools or apply, information is available. Data administrator information and candidate rights regarding personal data processing are provided by Citi Group as required by law.
Citigroup
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