Counterparty Credit Risk Developer, Assistant Vice President

TN United Kingdom; London; Hybrid; GBP 60,000 - 90,000; Full time

Job summary

A leading financial institution is seeking a Counterparty Credit Risk Developer in London. This role involves developing applications for credit risk calculations and offers exposure to advanced technologies. Candidates should have strong programming skills in Python and a Master's degree in a relevant field. Enjoy a hybrid work environment and competitive benefits.

Benefits

Generous holiday allowance starting at 27 days

Discretionary annual performance bonus

Private medical insurance options

Employee Assistance Program

Pension Plan

Paid Parental Leave

Employee discounts for family and friends

Learning and development resources

Qualifications

• Proven experience programming in Python.
• Experience in systems analysis and software application programming.
• Knowledge of UNIX shell scripting.

Responsibilities

• Develop and maintain Counterparty Credit Risk applications using Python and C++.
• Support and improve CI/CD processes.
• Collaborate with Front Office Quant and Technology teams.

Skills

Python

Systems analysis

Problem-solving

Attention to detail

Collaboration

Education

Master's Degree in Computer Science, Mathematics, Engineering, or Physics

Tools

Git

Jenkins

UNIX shell scripting

Job description

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Counterparty Credit Risk Developer, Assistant Vice President, London

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Client:

11037 Citibank, N.A. United Kingdom

Location:

London, United Kingdom

Job Category:

Other

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EU work permit required:

Yes

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Job Reference:

7fa350c32ee1

Job Views:

3

Posted:

21.05.2025

Expiry Date:

05.07.2025

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Job Description:

Are you looking for a career move that will put you at the heart of a global financial institution? Then bring your skills in application development, Python programming, and systems analysis to Citi's Financial, Risk & Market Technology team.

By joining Citi, you will become part of a global organization whose mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.

Team/Role Overview

Counterparty Credit Risk Analytics is a group within Citi Financial Risk Technology, responsible for developing applications used for derivatives credit risk and exposure calculations firm-wide.

The Counterparty Credit Risk Developer is an intermediate position responsible for participating in the development and enhancement of the derivatives credit risk application.

Core objectives include developing and maintaining applications calculating Counterparty Credit Risk metrics, contributing to application analysis reports, monitoring and optimizing the application build, and enhancing the end-to-end calculation test suite.

This role offers exposure to advanced technology paradigms like high-performance grid computing and collaboration with teams across the organization to integrate new technology features and updates.

What you'll do

Responsibilities:

• Develop and maintain Counterparty Credit Risk applications using in-house Python and C++ libraries.
• Support and improve CI/CD processes (build, testing, release management).
• Optimize performance and streamline workflows across asset classes.
• Extend existing test suites, including unit, regression, and integration tests; perform performance and memory profiling; assist with impact analysis testing.
• Collaborate with Front Office Quant and Technology teams to integrate model updates and technological enhancements.
• Analyze complex problems, evaluate business and system processes, and provide judgments based on industry standards.
• Serve as an advisor or coach to junior analysts.
• Exercise independent judgment and work autonomously.
• Act as SME to stakeholders and team members.

What we'll need from you

• Proven experience programming in Python.
• Experience in systems analysis and software application programming.
• Knowledge of UNIX shell scripting (bash, ksh, etc.).
• Proficiency with version control systems like Git.
• Experience with CI/CD tools like Jenkins.
• Strong analytical and problem-solving skills.
• Attention to detail and accuracy.
• Excellent verbal and written English communication skills.
• Ability to collaborate within a large team of developers.
• Ability to work under pressure and manage deadlines.
• Proactive ownership and follow-up on issues.
• Master's Degree or equivalent in Computer Science, Mathematics, Engineering, or Physics.

We are committed to positive social and financial impact, prioritizing employee well-being through competitive benefits, including:

• Generous holiday allowance starting at 27 days plus bank holidays, increasing with tenure.
• Discretionary annual performance bonus.
• Private medical insurance options.
• Employee Assistance Program.
• Pension Plan.
• Paid Parental Leave.
• Employee discounts for family and friends.
• Learning and development resources.

Join Citi London and enjoy a hybrid work environment, competitive salary, and comprehensive benefits, all within a workplace that values diversity and inclusion.

Apply now to discover your full potential with Citi.