Counterparty Credit Risk Application Programming Analyst, Assistant Vice President

4 weeks 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 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 programming of software applications, with a strong background in Python and C++. You will work closely with our Front Office Quant and Technology teams to integrate model updates and technological enhancements into the application.

Key responsibilities will include:

  • Developing and maintaining the Counterparty Credit Risk applications, leveraging in-house C++ and Python model libraries.
  • Supporting the build, testing and release management.
  • Contributing to the codebase to optimize performance and consolidate the workflow across asset classes.
  • Working with Front Office Quant and Technology teams to integrate model updates and technological enhancements into the application.
  • Extending existing test suites, including both unit and integration tests. Performance and memory profiling.
  • Assisting in the execution of impact analysis runs.
  • Utilizing 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.
  • Serving as advisor or coach to new or lower-level analysts.
  • Exercising independence of judgement and autonomy.
  • Acting as SME to senior stakeholders and/or other team members.

Qualifications include:

  • 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.

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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