Python Counterparty Credit Risk Senior Developer, Vice President

About the role

The Analytical Calculation Engine (ACE) Development Team within Citi Financial Risk Technology builds and maintains the core applications used for derivatives credit risk and exposure calculations across the firm. As a Senior Application Developer, you will work closely with Quant and Front‑Office teams to integrate pricing models and enhance workflows.

Key responsibilities

• Develop and maintain Counterparty Credit Risk applications using in‑house Python and C++ libraries.
• Support CI/CD pipelines (build, test, release) for the credit‑risk platform.
• Optimize code performance and memory usage, and consolidate workflows across asset classes.
• Extend and maintain unit, regression, and integration test suites.
• Perform impact‑analysis testing and document changes.
• Collaborate with Front‑Office teams to integrate new quant libraries and technology enhancements.
• Act as a subject‑matter expert and mentor for junior developers.

Required profile

• Expert‑level proficiency in Python with a focus on clean, tested, high‑performance code.
• Proven experience developing analytics libraries for derivatives pricing and risk.
• Hands‑on experience with Windows and Linux development environments.
• Strong command of UNIX shell scripting (ksh, bash).
• Collaborative mindset and experience working within cross‑functional development teams.
• Solid understanding of SDLC, DevOps practices, and CI/CD tools (Git, Jenkins preferred).

Required skills

• Python
• C++
• Windows
• Linux
• UNIX Shell (ksh, bash)
• Git
• Jenkins
• CI/CD pipelines
• Software Development Life Cycle (SDLC)
• Unit, regression and integration testing
• Performance and memory profiling

What we offer

• Opportunity to work on mission‑critical risk systems for a global financial institution.
• Access to cutting‑edge technology and quantitative expertise.
• Competitive compensation and comprehensive benefits.
• Support for professional growth and leadership development.