Counterparty Credit Risk Python Developer

Citigroup Inc.; City of Westminster; On-site; GBP 65,000 - 110,000; Full time

Job summary

Citigroup Inc. is seeking an intermediate Counterparty Credit Risk Developer to advance the derivatives credit risk application and its metrics calculations.

You will participate in building and maintaining complex risk software, while enhancing CI/CD processes and expanding test suites. The role involves collaboration with Front Office Technology, Risk and Quant groups, and exposure to cloud computing, with opportunities to work on high-performance computing environments.

Qualifications

• Master's degree or equivalent in CS, math, engineering or physics.
• Strong Python programming skills and experience with data analysis.
• Experience with CI/CD pipelines and cloud platforms.
• Excellent English communication skills.
• Ability to work in a large team with stakeholders.

Responsibilities

• Develop and maintain Counterparty Credit Risk applications.
• Enhance and support CI/CD processes, including build, testing, and release management.
• Optimize codebase performance and facilitate the transition to cloud-based workflows.
• Expand and execute test suites (unit, regression, integration) and conduct performance/memory profiling.
• Create and maintain comprehensive documentation for applications and processes.
• Collaborate with Quant and Technology teams to integrate model updates and new technologies.
• Analyze complex issues and provide evaluative judgments on business and system processes.
• Serve as a Subject Matter Expert (SME) for senior stakeholders and team members, exercising independent judgment.

Skills

Python programming

Analytical thinking

Team collaboration

Problem-solving

Ability to work under pressure

Education

Master's degree or equivalent in CS/Math/Engineering/Physics

Tools

Git

Jenkins

AWS

Unix shell scripting (bash, ksh)

Job description

The 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, and exposure to high performance computing and cloud.,

• Develop and maintain Counterparty Credit Risk applications
• Enhance and support CI/CD processes, including build, testing, and release management.
• Optimize codebase performance and facilitate the transition to cloud-based workflows.
• Expand and execute test suites (unit, regression, integration) and conduct performance/memory profiling.
• Create and maintain comprehensive documentation for applications and processes.
• Collaborate with Quant and Technology teams to integrate model updates and new technologies.
• Analyze complex issues and provide evaluative judgments on business and system processes.
• Serve as a Subject Matter Expert (SME) for senior stakeholders and team members, exercising independent judgment.
  Programming experience in Python, including systems analysis and software application development.
• Proficiency with UNIX shell scripting (e.g., bash, ksh) and version control software like Git.
• Experience with CI/CD pipeline technologies, such as Jenkins.
• Outstanding analytical and problem-solving skills with a thorough and detailed approach to accuracy.
• Experience in AWS cloud a plus.
• Excellent verbal and written communication skills in English.
• Ability to collaborate effectively within a large team of developers.
• Capacity to work under pressure, manage deadlines, and take ownership of tasks.
• Master's degree or equivalent in computer science, mathematics, engineering, or physics.
  Working at Citi is far more than just a job. A career with us means joining a team of approximately 219,000 dedicated people from around the globe. At Citi, you'll have the opportunity to grow your career, give back to your community and make a real impact.