Senior Python Developer - Counterparty Credit Risk

Citi; Warszawa; On-site; PLN 268,000 - 457,000; Full time

Benefits offered by this job

Pension plan

Private medical care

Life insurance

Employee assistance program

Parental leave

Sport card

Volunteering day

Flex benefits

Annual incentive

Job summary

Citi is hiring for an ACE Quant Development role in Warsaw. You will develop and maintain the ACE Python application, interfacing with Quant and Front Office teams to integrate pricing models and workflows. Expect exposure to distributed computing and deployment across asset classes.

The position emphasizes building scalable credit risk solutions, supporting testing, and contributing to regulatory projects while delivering timely updates to stakeholders.

Qualifications

• Solid mathematical finance and statistical analysis skills.
• Knowledge of probability and stochastic calculus.
• Excellent verbal and written English.
• Ability to work in a team and under pressure.
• Strong analytical and problem-solving abilities.

Responsibilities

• Development and maintenance of the ACE Python application.
• Identify and implement computation optimizations.
• Collaborate with Front Office and Quant teams on library enhancements.
• Support build, testing and release management of the credit risk app.
• Work on regulatory and governance projects across asset classes.
• Provide regular updates to stakeholders and produce reports.
• Take ownership and proactively resolve issues as they arise.

Skills

Mathematical finance

Statistics

English communication

Teamwork

Analytical thinking

Problem solving

Python

Windows

Linux

UNIX shell

Education

Master's degree or PhD (preferred)

Tools

Git

TortoiseSVN

Jenkins

CI/CD

Unix Shell

Job description

Citi is hiring for an ACE Quant Development role in Warsaw. You will develop and maintain the ACE Python application, interfacing with Quant and Front Office teams to integrate pricing models and workflows. Expect exposure to distributed computing and deployment across asset classes.

The position emphasizes building scalable credit risk solutions, supporting testing, and contributing to regulatory projects while delivering timely updates to stakeholders.