Python Developer for Counterparty Credit Risk Analytics

Citi; Greater London; On-site; GBP 70,000 - 100,000; Full time

Job summary

Citi in London is seeking a Counterparty Credit Risk Developer to advance the derivatives credit risk application. You will develop and maintain risk calculations, collaborate with Quant and Technology teams, and help optimize CI/CD and cloud workflows, ensuring accuracy and timely delivery.

This role offers exposure to high-performance computing and a chance to work with a broad internal network including Front Office Technology and Risk teams.

Qualifications

• 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.

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

UNIX shell scripting

Git

CI/CD (Jenkins)

AWS

English communication

Team collaboration

Problem solving

Education

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

Tools

Git

Jenkins

AWS

Job description

Citi in London is seeking a Counterparty Credit Risk Developer to advance the derivatives credit risk application. You will develop and maintain risk calculations, collaborate with Quant and Technology teams, and help optimize CI/CD and cloud workflows, ensuring accuracy and timely delivery.

This role offers exposure to high-performance computing and a chance to work with a broad internal network including Front Office Technology and Risk teams.