Counterparty Credit Risk Developer, Assistant Vice President

1 month ago


London, Greater London, United Kingdom Citigroup Global Markets Limited Full time
Job Summary

Citigroup Global Markets Limited is seeking a skilled Counterparty Credit Risk Developer to join our team. As a key member of our Counterparty Credit Risk Analytics group, you will be responsible for developing and maintaining applications used for derivatives credit risk and exposure calculations.

Key Responsibilities
  • Develop and maintain applications calculating Counterparty Credit Risk metrics and implement optimizations to execution run-time and workflow.
  • Contribute to application execution analysis reports, monitor and optimize application build, and enhance end-to-end calculation test suite.
  • Collaborate with Front Office Technology and Quant groups to integrate new technology features and quant library updates into the codebase.
  • Develop and maintain in-depth specialty knowledge of applications development to analyze complex problems/issues, provide evaluation of business process, system process, and industry standards, and make evaluative judgement.
  • Act as advisor or coach to new or lower-level analysts and exercise independence of judgement and autonomy.
Requirements
  • Demonstrative experience of programming in Python.
  • Experience in systems analysis and programming of software applications.
  • Familiarity of UNIX shell scripting (bash, ksh etc) preferable.
  • Proficiency with version control software like Git, TortoiseSVN.
  • Experience in CI/CD pipeline technologies like Jenkins preferable.
  • Solid mathematical finance and statistical analysis skills.
  • Familiarity with Numerical analysis/Monte-Carlo methods.
  • Outstanding analytical and problem-solving skills.
  • Thorough and detailed approach to accuracy are essential.
  • Excellent verbal and written English.
  • Ability to collaborate well working within a large team of developers.
  • Ability to work under pressure and manage deadlines or unexpected changes in expectations or requirements.
Education

A Master's degree or equivalent in computer science, mathematics, engineering or physics would be an advantage.

This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.



  • London, Greater London, United Kingdom Citi Full time

    Job Title: Senior Vice PresidentCiti is seeking a highly skilled Senior Vice President to join our Institutional Credit Management (ICM) team. As a key member of our Underwriting team, you will be responsible for managing counterparty risk and ensuring the integrity of our credit portfolio.Key Responsibilities:Approve credit reviews and assess portfolio...


  • London, Greater London, United Kingdom Citi Full time

    Job Title: Senior Vice PresidentCiti is seeking a highly skilled Senior Vice President to join our Institutional Credit Management (ICM) team. As a key member of our Underwriting team, you will be responsible for managing counterparty risk and ensuring the integrity of our credit portfolio.Key Responsibilities:Approve credit reviews and assess portfolio...


  • London, Greater London, United Kingdom Jefferies Full time

    As a Senior Vice President of Counterparty Credit Risk Management at Jefferies, you will play a key role in supporting the team's counterparty credit coverage of hedge funds, family offices, and asset managers. Your responsibilities will include performing customer due diligence and financial analysis, completing internal credit ratings models and...


  • London, Greater London, United Kingdom Citigroup Inc. Full time

    Job Title: Counterparty Credit Risk Developer, Assistant Vice PresidentCiti is seeking a highly skilled Counterparty Credit Risk Developer to join our team in Financial Risk Technology. As a key member of our team, you will be responsible for developing and maintaining applications used for derivatives credit risk and exposure calculations.Key...


  • London, Greater London, United Kingdom Citigroup Inc. Full time

    Job Title: Counterparty Credit Risk Developer, Assistant Vice PresidentCiti is seeking a highly skilled Counterparty Credit Risk Developer to join our team in Financial Risk Technology. As a key member of our team, you will be responsible for developing and maintaining applications used for derivatives credit risk and exposure calculations.Key...


  • London, Greater London, United Kingdom caia - Jobboard Full time

    Job Title: Senior Vice President Job Summary: We are seeking a highly skilled Senior Vice President to join our Underwriting team under the global Institutional Credit Management (ICM) group. The successful candidate will be responsible for managing credit exposures to EMEA clients across derivatives, financing, and direct lending products. The role...


  • London, Greater London, United Kingdom caia - Jobboard Full time

    Job Title: Senior Vice President Job Summary: We are seeking a highly skilled Senior Vice President to join our Underwriting team under the global Institutional Credit Management (ICM) group. The successful candidate will be responsible for managing credit exposures to EMEA clients across derivatives, financing, and direct lending products. The role...


  • London, Greater London, United Kingdom Illinois CPA Society Full time

    Job Title: Vice President Credit Risk ManagementAt Illinois CPA Society, we are seeking a highly skilled Vice President Credit Risk Management to join our team. This role will be responsible for providing strategic leadership and direction to our credit risk management function, ensuring that our wholesale credit risks are effectively identified, measured,...


  • London, Greater London, United Kingdom Bank of America Full time

    Job Title: Credit Risk OfficerCorporate Title: Vice PresidentJob Responsibilities:Manage a portfolio of EMEA-based hedge fund clients from onboarding through to underwriting and ongoing risk management.Conduct detailed written analysis of fund counterparties, demonstrating a good understanding of investment strategies, liquidity, leverage, and...


  • London, Greater London, United Kingdom caia - Jobboard Full time

    Job Title: Vice President Credit Risk ManagementJoin Citi's team as a Vice President Credit Risk Management, where you will play a key role in ensuring the effective identification, measurement, monitoring, and control of wholesale credit risks within the bank.Key Responsibilities:Support the Head of FI In-Business Quality Assurance to set the global...


  • London, Greater London, United Kingdom caia - Jobboard Full time

    Job Title: Vice President Credit Risk ManagementJoin Citi's team as a Vice President Credit Risk Management, where you will play a key role in ensuring the effective identification, measurement, monitoring, and control of wholesale credit risks within the bank.Key Responsibilities:Support the Head of FI In-Business Quality Assurance to set the global...


  • London, Greater London, United Kingdom caia - Jobboard Full time

    Job Purpose: We are seeking a highly skilled Senior Vice President to join our Underwriting team within the Institutional Credit Management (ICM) group. The successful candidate will be responsible for managing counterparty risk and ensuring the effective implementation of risk management strategies across the Real Money Funds portfolio.Key...


  • London, Greater London, United Kingdom Citigroup Inc. Full time

    Citi Financial Risk Technology is seeking a skilled Counterparty Credit Risk Application Programming Analyst to join our team. As an Assistant Vice President, you will be responsible for developing and maintaining applications used for derivatives credit risk and exposure calculations Firm-wide.The ideal candidate will have experience in systems analysis and...


  • London, Greater London, United Kingdom caia - Jobboard Full time

    Job Purpose: We are seeking a highly skilled Senior Vice President to join our Underwriting team under the global Institutional Credit Management (ICM) group. The successful candidate will be responsible for managing credit exposures to EMEA clients across derivatives, financing, and direct lending products.Key Responsibilities:* Approve credit reviews as a...


  • London, Greater London, United Kingdom NCAA (National Collegiate Athletic Association) Full time

    Job Title: Market Risk Manager, Senior Vice PresidentJob Summary:We are seeking a highly skilled Market Risk Manager, Senior Vice President to join our team at NCAA. As a key member of our Counterparty Credit Risk (CCR) team, you will be responsible for measuring, monitoring, and controlling counterparty risk for institutional clients.Key Responsibilities:*...


  • London, Greater London, United Kingdom Citigroup Global Markets Limited Full time

    Job SummaryCiti is seeking a skilled Counterparty Credit Risk Developer to join our team in Financial Risk Technology. As a key member of our Counterparty Credit Risk Analytics group, you will be responsible for developing and maintaining applications used for derivatives credit risk and exposure calculations.Key ResponsibilitiesDevelop and maintain...


  • London, Greater London, United Kingdom Citigroup Inc. Full time

    The Leveraged Finance Underwriting Team within Institutional Credit Management is seeking a driven and highly motivated Vice President to join the team.The team sits within the First Line of Defence.The Vice President will help drive a best-in-class Leveraged Lending In-Business Credit organisation through strong partnership with Capital Markets, Banking,...


  • London, Greater London, United Kingdom Citigroup Inc. Full time

    Citigroup Inc. is seeking a skilled Counterparty Credit Risk Developer to join our team in Financial Risk Technology. As a Counterparty Credit Risk Developer, you will be responsible for developing and maintaining applications used for derivatives credit risk and exposure calculations Firm-wide.The ideal candidate will have a strong background in...


  • London, Greater London, United Kingdom Citigroup Global Markets Limited Full time

    Job SummaryCiti is seeking a skilled Counterparty Credit Risk Developer to join our team in Financial Risk Technology. As a key member of our Counterparty Credit Risk Analytics group, you will be responsible for developing and maintaining applications used for derivatives credit risk and exposure calculations.Key ResponsibilitiesDevelop and maintain...


  • London, Greater London, United Kingdom Citigroup Global Markets Limited Full time

    Job SummaryCiti is seeking a skilled Counterparty Credit Risk Developer to join our team in Financial Risk Technology. As a key member of our Counterparty Credit Risk Analytics group, you will be responsible for developing and maintaining applications used for derivatives credit risk and exposure calculations.Key ResponsibilitiesDevelop and maintain...