Senior Python Market Risk Quant/Engineer - Senior Vice President

Citigroup Inc.; Pune District; On-site; INR 4,000,000 - 8,000,000; Full time

Job summary

Citigroup Inc. in Pune, India, seeks a Senior Python Market Risk Engineer to lead development of high‑scale risk analysis applications and coordinate with the Technology Team to implement new or revised systems.

The role focuses on systems analysis, programming activities, and collaboration with risk, research, and trading teams, with emphasis on risk controls, Monte Carlo simulations, VaR, and XVA pricing support.

Qualifications

• 12+ years of professional experience designing, building, and running applications on massive-scale compute grids.
• Expert-level experience with AWS or GCP including batch, container, and serverless offerings.
• Deep expertise in Docker and Kubernetes for containerization and orchestration.
• Strong programming skills in Python and HPC-oriented languages.
• Extensive development of data computation and processing platforms.
• Experience with quantitative solutions using Python and advanced libraries.
• Desirable prior experience in finance (Monte Carlo, VaR, or XVA pricing grids).
• Degree in Computer Science or Engineering or related technical field.
• Strong distributed systems, performance tuning, and IaC background.
• Excellent communication with risk, research, and trading teams.

Responsibilities

• Lead integration of functions to meet goals, deploy new products, and enhance processes
• Analyze complex business and system processes to define and develop high-level solutions
• Provide expertise in advanced application programming and plan assignments with large budgets and cross-functional scope
• Develop methodologies and standards for analysis, design, coding, testing, and implementation
• Utilize knowledge of main system flows to achieve technology goals
• Consult with end users to identify system specifications and incorporate into designs
• Allocate work and mentor developers, analysts, and new team members
• Influence and negotiate with senior leaders and external parties
• Assess risk in business decisions and ensure compliance with laws, policies, and controls; escalate issues with transparency

Skills

Python

AWS or GCP

Docker & Kubernetes

Massive-scale compute grids

Distributed systems

Performance tuning

Infrastructure as code

Quantitative computing

Monte Carlo simulations / VaR

Computer Science/Engineering degree

Education

Bachelor's degree in Computer Science or Engineering

Tools

Docker

Kubernetes

AWS

GCP

Terraform

Job description

The senior python market risk engineer is a senior level position responsible for establishing and implementing new or revised application systems and programs in coordination with the Technology Team. The overall objective of this role is to lead applications systems analysis and programming activities.

Responsibilities

• Lead integration of functions to meet goals, deploy new products, and enhance processes
• Analyze complex business processes, system processes, and industry standards to define and develop solutions to high level problems
• Provide expertise in area of advanced knowledge of applications programming and plan assignments involving large budgets, cross functional project, or multiple projects
• Develop application methodologies and standards for program analysis, design, coding, testing, debugging, and implementation
• Utilize advanced knowledge of supported main system flows and comprehensive knowledge of multiple areas to achieve technology goals
• Consult with end users to identify system function specifications and incorporate into overall system design
• Allocate work, and act as an advisor/coach developers, analysts, and new team members
• Influence and negotiate with senior leaders and communicate with external parties
• Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency.

Qualifications

• 12+ years of professional experience with a proven track record of designing, building, and running applications on massive-scale compute grids.
• Expert-level, hands-on experience with at least one major public cloud provider (AWSorGCP), including their batch processing, container, and serverless offerings.
• Deep expertise in containerization and orchestration technologies (Docker, Kubernetes).
• Strong programming skills in languages common to high-performance computing, such asPython.
• Extensive development expertise in building efficient software platforms for data computation and processing.
• Multiple years of experience with developing Quantitative/Calc-intensive solutions with focus on using Python core concepts and advanced computation libraries usage
• Prior experience in a similar role within the financial industry (e.g., running large-scale Monte Carlo simulations, VaR calculations, or XVA pricing grids) is highly desirable.
• A degree in Computer Science, Engineering, or a related technical field.
• A strong background in distributed systems, performance tuning, and infrastructure-as-code principles.
• Exceptional problem-solving skills, with an ability to diagnose and resolve complex issues in a high-pressure, large-scale environment.
• Excellent communication skills and the ability to work effectively with quantitative research, trading, and risk management teams.
• Highly Experienced Python Professional with great exposure to architecting and building horizontally scalable, highly available, highly resilient and performant applications

Must-Have Tools/Languages

• Python
• Public cloud provider (AWS or GCP)
• Containerization & orchestration (Docker, Kubernetes)
• Massive-scale compute grids
• Distributed systems
• Performance tuning
• Infrastructure-as-code principles

Preferred Tools/Languages

• Prior experience in a similar role within the financial industry (e.g., running large-scale Monte Carlo simulations, VaR calculations, or XVA pricing grids) is highly desirable.

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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