Counterparty Credit Risk Quant Technology Lead (Python/C++)

Citigroup Inc.; Pune District; On-site; INR 5,000,000 - 9,000,000; Full time

Job summary

Citigroup Inc. in Pune seeks a senior Quant Technology Lead to drive pricing and risk analytics platforms for commodities. You will bridge Trading, Quantitative Research, Risk and Technology, delivering scalable production systems and high‑performance analytics.

You will lead design, develop Python and C++ libraries, mentor teams, and partner with Front Office quants and traders to implement models. Strong leadership and deep software engineering expertise are essential.

Qualifications

• 14+ years in quant analytics platforms within capital markets.
• Expert-level Python development for production-grade analytics.
• Strong C++ in performance-sensitive environments.
• Experience delivering pricing, risk, or valuation analytics.
• Solid understanding of software engineering, distributed computing, and scalable design.
• Proficiency with Linux/Unix and development toolchains.
• Knowledge of SDLC, DevOps, CI/CD, Git, and automated testing frameworks.
• Excellent analytical and problem-solving abilities and stakeholder communication.
• Proven track record leading technical initiatives and mentoring teams.

Responsibilities

• Lead the design, development, and delivery of strategic quantitative analytics platforms supporting Commodities pricing and risk management.
• Develop and enhance high‑performance analytics libraries using Python and C++ for valuation, sensitivities, scenario analysis, and risk calculations.
• Partner closely with Front Office Quants and Trading teams to integrate pricing models into production systems.
• Drive performance optimization for large‑scale analytics and pricing workflows.
• Architect scalable distributed solutions for intraday and end‑of‑day risk calculations.
• Establish engineering best practices around design, testing, automation, and CI/CD.
• Lead production releases, performance tuning, and platform modernization initiatives.
• Collaborate with Model Risk, Market Risk, and Regulatory teams to support governance.
• Mentor junior developers and act as a technical SME for stakeholders.
• Drive technical discussions and influence architecture decisions across analytics platforms.

Skills

Python

C++

Quant analytics

Production systems

DevOps / CI‑CD

Tools

Linux

Git

CI/CD

Job description

The Opportunity

Citi is seeking a senior Quant Technology Lead to drive the development of next-generation pricing and risk analytics platforms for the Commodities business within ACE team. This role sits at the intersection of Trading, Quantitative Research, Risk Management, and Technology, delivering the infrastructure and analytics that power pricing, valuation, and risk management across global commodities markets.

You will work directly with Front Office quants and trading teams to implement sophisticated quantitative models into scalable, high-performance production systems. This is a unique opportunity to combine quantitative understanding, software engineering excellence, and technical leadership while building strategic platforms used across the firm.

Your Role and Impact

As a Commodities Quant Technology Lead, you will lead the engineering efforts behind pricing and risk analytics for commodity derivatives. You will be responsible for translating quantitative models into robust production solutions capable of handling complex valuation and risk calculations at scale.

Beyond hands‑on development, you will provide technical leadership across strategic initiatives, mentor development teams, and partner with senior stakeholders in Trading, Risk, and Quantitative Research. Your work will directly influence the firm’s ability to manage risk, support trading activities, and deliver innovative products to the market.

Key Responsibilities

• Lead the design, development, and delivery of strategic quantitative analytics platforms supporting Commodities pricing and risk management.
• Develop and enhance high‑performance analytics libraries using Python and C++ for valuation, sensitivities, scenario analysis, and risk calculations.
• Partner closely with Front Office Quants and Trading teams to integrate new pricing models and quantitative methodologies into production systems.
• Drive performance optimization efforts for large‑scale analytics and computationally intensive pricing workflows.
• Architect scalable distributed solutions supporting intraday and end‑of‑day risk calculations.
• Establish and promote engineering best practices around software design, testing, automation, and CI/CD.
• Lead impact assessments, production releases, performance tuning, and platform modernization initiatives.
• Collaborate with Model Risk, Market Risk, and Regulatory teams to support governance and control requirements.
• Mentor and coach junior developers while serving as a technical SME for senior stakeholders.
• Drive technical discussions and influence architecture decisions across commodities analytics platforms.

Required Qualifications

• 14+ years of extensive experience developing quantitative analytics platforms within Capital Markets. Expert‑level Python development with experience building production‑grade analytics and risk systems.
• Strong C++ development skills, particularly in performance‑sensitive environments.
• Proven track record delivering quantitative technology solutions for derivative pricing, risk, or valuation analytics.
• Deep understanding of software engineering principles, distributed computing, and scalable system design.
• Experience with Linux/Unix environments and development toolchains.
• Strong understanding of SDLC, DevOps practices, CI/CD pipelines, Git, and automated testing frameworks.
• Outstanding analytical and problem‑solving skills with the ability to simplify complex quantitative concepts.
• Strong communication skills and experience working directly with senior business and quantitative stakeholders.
• Demonstrated experience leading technical initiatives and mentoring engineering teams.

Preferred Qualifications

• Experience with Commodities markets, including Energy, Oil, Gas, Power, Metals, Agricultural, or Environmental products.
• Understanding of commodity derivative pricing models, curve construction, volatility modelling, and risk methodologies.
• Knowledge of computational finance, numerical methods, Monte Carlo simulations, and optimization techniques.
• Experience supporting regulatory initiatives such as FRTB, Basel, Stress Testing, or Model Risk Management.
• Familiarity with distributed compute grids, cloud technologies, and large‑scale analytical processing.

Job Family Group: Technology

Job Family: Applications Development

Time Type: Full time

Most Relevant Skills

Please see the requirements listed above.

Other Relevant Skills

For complementary skills, please see above and/or contact the recruiter.

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