Counterparty Credit Risk Senior Architect, SVP | London, UK

Counterparty Credit Risk Senior Architect, SVP

The Analytical Calculation Engine (ACE) Development Team is part of Citi Finance and Risk Technology, responsible for developing and implementing analytical models for derivatives credit risk and exposure calculations across the firm.

The role involves enhancing system architecture, codebase organization, testing, and release processes by collaborating with developers, quants, and front office technology teams. Exposure to high-performance distributed computing and cloud technologies is expected.

Key responsibilities include:

1. Developing and improving the architecture of Counterparty Credit Risk applications.
2. Optimizing performance and consolidating workflows across asset classes.
3. Enhancing CI/CD pipelines for the credit risk application.
4. Extending and improving existing test suites.
5. Identifying and implementing calculation optimization improvements.
6. Mentoring and advising junior developers.
7. Exercising independent judgment and decision-making.
8. Serving as a Subject Matter Expert to stakeholders and team members.

Qualifications include proven experience in software development, excellent Python skills, understanding of software design and architecture, experience with distributed systems, CI/CD, and DevOps, along with strong analytical, mathematical finance, and communication skills. Leadership experience and ownership capability are essential.

Advantages include knowledge of C++, derivatives markets, regulatory projects, high-performance and cloud computing, numerical analysis, Monte Carlo methods, and stochastic calculus.

Educational requirement: Master's degree or equivalent in computer science, mathematics, engineering, or physics.

This description provides a high-level overview; additional duties may be assigned.