Senior Python Quant Developer: Counterparty Credit Risk

Citigroup Inc.; Warszawa; Hybrid; PLN 300,000 - 480,000; Full time

Benefits offered by this job

Pension plan

Private medical care

Life insurance

Employee assistance program

Sport card

Volunteering day off

Cafeteria benefits

Annual incentive awards

Job summary

Citibank (Switzerland) AG is seeking a Counterparty Credit Risk Senior Application Developer to join the ACE Quant Development Team in Citi's risk technology group. You will interface with Quant and Front Office teams to integrate pricing model enhancements within the ACE application.

The role covers development, testing, deployment, and maintenance of the production derivatives credit risk app, with opportunities to work across asset classes and cloud adaptation, while delivering robust

Qualifications

• Master’s or PhD in a quantitative field with strong math background.
• Proficient Python development for Windows and Linux.
• Experience with large development teams and deployment tools.

Responsibilities

• Develop and maintain the ACE Python application.
• Assist with transition to cloud.
• Identify and develop calculation optimization improvements.
• Collaborate with Front Office to integrate quant libraries into codebase.
• Support the build, testing and release management of the credit risk application.
• Work on Regulatory and Governance based projects across asset classes.
• Provide regular development updates to stakeholders.
• Perform data analysis and produce regular reports.
• Take ownership and proactively follow up on issues.

Skills

Python

Windows

Linux

Shell scripting

Git

Jenkins

CI/CD

Mathematical finance

Stochastic calculus

English proficiency

Education

Master's degree

PhD preferred

Tools

Jenkins

Git

CI/CD pipelines

Python tooling

Job description

Citibank (Switzerland) AG is seeking a Counterparty Credit Risk Senior Application Developer to join the ACE Quant Development Team in Citi's risk technology group. You will interface with Quant and Front Office teams to integrate pricing model enhancements within the ACE application.

The role covers development, testing, deployment, and maintenance of the production derivatives credit risk app, with opportunities to work across asset classes and cloud adaptation, while delivering robust