Counterparty Credit Risk Developer

1 week ago


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 its team. The ideal candidate will have experience in developing and maintaining derivatives credit risk applications using in-house C++ and Python model libraries.

As a Counterparty Credit Risk Application Programming Analyst, you will be responsible for developing and optimizing the application's performance, implementing new features, and collaborating with Front Office Quant and Technology teams to integrate model updates and technological enhancements into the codebase.

The salary range for this position is approximately $120,000 - $180,000 per year, depending on experience and qualifications.

Key responsibilities include:

  • Developing and maintaining derivatives credit risk applications
  • Supporting the build, testing, and release management of the application
  • Contributing to the optimization of the application's performance and workflow across asset classes
  • Working with Front Office Quant and Technology teams to integrate model updates and technological enhancements into the codebase

Required skills and qualifications include:

  • Demonstrative experience of programming in Python
  • Experience in systems analysis and programming of software applications
  • Familiarity with UNIX shell scripting (bash, ksh etc)
  • Proficiency with version control software like Git, TortoiseSVN
  • Solid mathematical finance and statistical analysis skills
  • Familiarity with Numerical analysis/Monte-Carlo methods

Citi is an equal opportunity and affirmative action employer. Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.



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