Senior Python Developer – Counterparty Credit Risk (VP)

Citigroup Inc.

City of Westminster

On-site

GBP 70,000 - 100,000

Full time

5 days ago

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Benefits offered by this job

27 days annual leave

Discretionary annual bonus

Private Medical Care & Life Insurance

Employee Assistance Program

Pension Plan

Paid Parental Leave

Employee discounts

Job summary

Citi is seeking an experienced Applications Developer to maintain Counterparty Credit Risk applications, leveraging in-house Python and C++ libraries. You will support and improve CI/CD (build, testing and release management) of the credit risk application and contribute to the codebase to optimize performance across asset classes.

You will extend test suites, perform performance profiling, and work with Front Office teams to integrate quant library enhancements.

Qualifications

Expert in Python with production experience.
Proven track record developing analytics libraries for derivatives pricing and risk.
Experience building/software for Windows and Linux.
Strong scripting: UNIX Shell (ksh, bash).
Experience collaborating within development teams and supporting DevOps practices.

Responsibilities

Maintain Counterparty Credit Risk applications using Python and C++ libraries.
Support and improve CI/CD (build, test, release) of the credit risk application.
Contribute to codebase to optimize performance and unify workflows across asset classes.
Extend unit, regression, and integration tests; perform performance and memory profiling.
Assist in impact analysis testing runs and document changes.
Work with Front Office teams to integrate quant libraries into the codebase.
Provide SME guidance to junior developers and stakeholders.