Counterparty Credit Risk Senior Architect, SVP

Social network you want to login/join with:

Counterparty Credit Risk Senior Architect, SVP, London

Client: 11037 Citibank, N.A. United Kingdom

Location: London, United Kingdom

Job Category: Finance

EU work permit required: Yes

Job Reference: 5c59c5cbb983

Job Views: 3

Posted: 26.04.2025

Expiry Date: 10.06.2025

Job Description:

The Analytical Calculation Engine (ACE) Development Team is a group within Citi Finance and Risk Technology, responsible for developing and implementing analytical models for derivatives credit risk and exposure calculations firm-wide.

The team's primary focus is the development, testing, deployment, and maintenance of the derivatives credit risk application, used for internal risk management and regulatory capital purposes.

The Counterparty Credit Risk Senior Architect position is a senior role that will interface closely with developers, quants, and front office technology teams to improve system architecture, codebase organization, testing, and release processes. The role involves exposure to technological frameworks including high-performance distributed computing and cloud technologies.

The responsibilities include:

1. Developing and enhancing the architecture of the Counterparty Credit Risk applications.
2. Optimizing performance and consolidating workflows across asset classes.
3. Improving CI/CD pipelines for the credit risk application.
4. Extending and enhancing existing test suites.
5. Identifying and implementing calculation optimization improvements.
6. Serving as an advisor or coach to new or junior developers.
7. Exercising independent judgment and autonomy.
8. Acting as SME to senior stakeholders and team members.

Qualifications:

• Proven experience in software development or engineering roles.
• Excellent command of Python is essential.
• Deep understanding of software design, architecture principles, and industry best practices.
• Experience with distributed systems.
• Experience with CI/CD pipelines and DevOps practices.
• Ability to write clean, tested, highly efficient code.
• Outstanding analytical and problem-solving skills.
• Solid mathematical finance and statistical analysis skills.
• Excellent verbal and written English skills.
• Strong leadership skills and experience working collaboratively in development teams.
• Ability to take ownership and proactively follow up on issues.

Advantages:

• Good knowledge of C++.
• Knowledge of Rates, Credit, Equities, Commodities, FX derivatives, and derivatives risk.
• Experience with regulatory projects such as Model Risk, Basel, Stress Testing, FRTB, SA CCR, CCAR.
• Experience with high-performance and cloud computing.
• Familiarity with numerical analysis/Monte Carlo methods.
• Knowledge of probability and stochastic calculus.

Education:

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

This job description provides a high-level overview of the work involved. Additional duties may be assigned as needed.