Counterparty Credit Risk Python Engineer - Cloud & CI/CD

Citigroup Inc.; City of Westminster; Sur place; GBP 65 000 - 110 000; Plein temps

Résumé du poste

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.

Responsabilités

• 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.

Connaissances

Python programming

Analytical thinking

Team collaboration

Problem-solving

Ability to work under pressure

Formation

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

Outils

Git

Jenkins

AWS

Unix shell scripting (bash, ksh)

Description du poste

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.