AVP Python Developer, Counterparty Credit Risk — Cloud-Ready

Citi; Greater London; On-site; GBP 85,000 - 110,000; Full time

Job summary

Citi in London is seeking a Counterparty Credit Risk Developer, an intermediate level role responsible for developing and advancing the derivatives credit risk application. The role involves maintaining risk metrics, contributing to CI/CD, performance profiling, and collaborating with Quant and Technology teams in a cloud-enabled, high-performance computing environment.

We value Python, AWS, and strong communication; a Master’s degree is required.

Qualifications

• Programming experience in Python, including systems analysis and software development.
• Proficiency with UNIX shell scripting and Git.
• Experience with CI/CD pipelines (e.g., Jenkins).
• Excellent analytical and problem-solving skills.
• AWS cloud experience is a plus.
• Strong English communication, both verbal and written.
• Ability to collaborate in large developer teams.
• Master’s degree or equivalent in relevant fields.

Responsibilities

• Develop and maintain Counterparty Credit Risk applications.
• Enhance and support CI/CD processes including build, test, and release management.
• Optimize codebase performance and transition to cloud workflows.
• Expand and execute unit/regression/integration tests and profile performance/memory.
• Create and maintain documentation for applications and processes.
• Collaborate with Quant and Technology teams to integrate model updates.
• Analyze complex issues and provide evaluative judgments.
• Serve as SME for senior stakeholders and team members.

Skills

Python

Unix shell scripting

Git

CI/CD (Jenkins)

AWS cloud

English communication

Team collaboration

Ownership under pressure

Education

Master’s degree or equivalent in computer science, mathematics, engineering, or physics

Tools

Jenkins

Job description

Citi in London is seeking a Counterparty Credit Risk Developer, an intermediate level role responsible for developing and advancing the derivatives credit risk application. The role involves maintaining risk metrics, contributing to CI/CD, performance profiling, and collaborating with Quant and Technology teams in a cloud-enabled, high-performance computing environment.

We value Python, AWS, and strong communication; a Master’s degree is required.