Senior Python Engineer – Counterparty Credit Risk (Hybrid)

Citi; Województwo mazowieckie; Hybrid; PLN 268,000 - 457,000; Full time

Benefits offered by this job

Private Medical Care

Life Insurance

Parental Leave

Sport Card

Pension Plan

Flexible benefits / Cafeteria

Annual incentive program

Employee discounts

Job summary

Citi Poland Solutions Center is seeking a Counterparty Credit Risk Senior Application Developer to help advance the ACE production derivatives credit risk application. You will work with Quant and Front Office teams to integrate pricing models and workflows, exploring a broad set of frameworks including distributed computing.

The role emphasizes optimization of run-time performance, regulatory project exposure, and collaboration across risk, quant, and tech groups.

Qualifications

• Strong mathematical finance and statistical analysis skills.
• Probabilistic and stochastic calculus knowledge.
• Excellent verbal and written English.
• Team collaboration and ability to work under pressure.

Responsibilities

• Develop and maintain the ACE Python application and transition to cloud.
• Identify and implement calculation optimizations.
• Integrate quant library/tech into codebase with Front Office teams.
• Support build, test and release management of the credit risk application.
• Contribute to regulatory and governance projects across asset classes.
• Provide regular development updates to stakeholders.
• Perform data analysis and generate regular reports.

Skills

Python

Education

Master's degree in CS / Math / Eng / Physics

PhD preferred

Tools

Windows

Linux

UNIX Shell

Git

Jenkins CI/CD

Job description

Citi Poland Solutions Center is seeking a Counterparty Credit Risk Senior Application Developer to help advance the ACE production derivatives credit risk application. You will work with Quant and Front Office teams to integrate pricing models and workflows, exploring a broad set of frameworks including distributed computing.

The role emphasizes optimization of run-time performance, regulatory project exposure, and collaboration across risk, quant, and tech groups.