Counterparty Credit Risk Quantitative Developer, VP

2 weeks ago

London, UK, United Kingdom Citi Full time
Are you looking for a career move that will put you at the heart of a global financial institution? Then bring your skills in programming, software design and problem solving to Citi's Counterparty Credit Risk Quantitative Development team.

By joining Citi, you will become part of a global organisation whose mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.

Team/Role Overview
The Counterparty Credit Risk Quant Development is a team within the Citi Markets Quantitative Analysis (MQA) department, responsible for developing analytical models for derivatives counterparty credit risk and exposure computations firm-wide and aligning Front Office Risk and P&L models with CVA and Counterparty Credit exposure (PSE/RWA) calculations. This is a standalone position in London, therefore we are looking for an experienced individual to join the team.

What you'll do
  • Development and maintenance of the in-house C++ and Python model libraries
  • Advancing the quantitative toolbox by developing modern technologies, algorithms, and numerical techniques
  • Working on general efficiency improvement and optimization of the analytical libraries
  • Working with IT teams to integrate analytic libraries
  • Development and maintenance of the quant infrastructure, databases, and productivity tools
  • Supporting the build, testing and release management of the model libraries
  • Working on Regulatory and Governance projects across a range of the asset classes
What we'll need from you
  • This is not an entry level position, previous experience in a similar role within the financial industry is a must.
  • Excellent Python and C++ programming and software design skills, including functional and performance tests design
  • Experience developing software for Windows and Linux. Working knowledge of Git, Linux command line tools, and associated DevOps automation
  • Experience with CI/CD tools and processes (TeamCity, Jenkins, Tekton, Harness, etc.)
  • Proficiency in all aspects of the Software Development Life Cycle
  • Knowledge of traditional (RDBMS) and modern datastores (NoSQL)
  • Previous experience in developing and supporting analytical libraries and components for pricing and risking financial instruments is an advantage
  • Previous experience working on Regulatory based projects such as Model Risk, Basel III, Stress Testing, FRTB, CCAR is an advantage
  • Proficiency in numerical analysis, familiarity with statistical and Monte-Carlo methods
  • Experience with deep-learning frameworks like PyTorch, JAX, TensorFlow, is a plus
  • Outstanding analytical and problem-solving skills
  • Thorough and detailed approach to accuracy is essential
What we can offer you
We work hard to have a positive financial and social impact on the communities we serve. In turn, we put our employees first and provide the best-in-class benefits they need to be well, live well and save well.

By joining Citi London, you will not only be part of a business casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive a competitive base salary (which is annually reviewed), and enjoy a whole host of additional benefits such as:
  • Generous holiday allowance starting at 27 days plus bank holidays; increasing with tenure
  • A discretional annual performance related bonus
  • Private medical insurance packages to suit your personal circumstances
  • Employee Assistance Program
  • Pension Plan
  • Paid Parental Leave
  • Special discounts for employees, family, and friends
  • Access to an array of learning and development resources
Alongside these benefits Citi is committed to ensuring our workplace is where everyone feels comfortable coming to work as their whole self every day. We want the best talent around the world to be energized to join us, motivated to stay, and empowered to thrive.

Sounds like Citi has everything you need? Then apply to discover the true extent of your capabilities.

------------------------------------------------------
Job Family Group:
Institutional Trading------------------------------------------------------
Job Family:
Quantitative Analysis------------------------------------------------------
Time Type:
Full time------------------------------------------------------
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.

Citigroup Inc. and its subsidiaries ("Citi") invite all qualified interested applicants to apply for career opportunities. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi .

View the " EEO is the Law " poster. View the EEO is the Law Supplement .
View the EEO Policy Statement .
View the Pay Transparency Posting

  • Counterparty Credit Risk Quantitative Developer, VP

    4 weeks ago

    London, UK, United Kingdom Citi Full time

    Are you looking for a career move that will put you at the heart of a global financial institution? Then bring your skills in programming, software design and problem solving to Citi's Counterparty Credit Risk Quantitative Development team. By joining Citi, you will become part of a global organisation whose mission is to serve as a trusted partner to...

  • VP, Counterparty Credit Risk Strat, Risk Architecture, London

    2 weeks ago

    London, UK, United Kingdom Goldman Sachs Full time

    Risk The Goldman Sachs Group, Inc. is a leading global financial services firm providing investment banking, securities and investment management services to a substantial and diversified client base that includes corporations, financial institutions, governments and high - net - worth individuals. Founded in 1869, the firm is headquartered in New York and...

  • Counterparty Credit

    5 days ago

    London,, UK, United Kingdom The FISER Group Full time

    My client are a tier one investment bank looking for their next hire in their Quant Risk team. This is an exciting opportunity for an experienced quant with experience in Market and/or Counterparty Credit Risk to join a Quant team to join a team that looks after both areas for a huge investment bank organisation.The team you will be joining boasts an...

  • Counterparty Credit Risk VP

    4 weeks ago

    London, UK, United Kingdom Eximius Finance Full time

    Key responsibilities Drive the development and implementation of a comprehensive program of risk framework coverage related to securitisation activities in Markets across the first line of defence, working in close collaboration with business management and leveraging the product/functional expertise to ensure seamless delivery. Provide effective credible...

  • Counterparty Credit Risk Officer

    4 weeks ago

    London,, UK, United Kingdom Societe Generale Corporate and Investment Banking - SGCIB Full time

    OUR CULTUREAt Société Générale, we live by our 4 core values of commitment, responsibility, team spirit and innovation. We are engaged and demonstrate consideration for others. We act ethically and with courage. We focus our talent and energy on collective success. We experiment and propose new ideas, to maximize our ability to serve client needs and...

  • VP - Credit Risk - Financial institutions

    4 weeks ago

    London, UK, United Kingdom Eximius Finance Full time

    This role will provide credit risk management for all financial institutions and sovereigns in EMEA. The responsibilities: - Counterparty/transaction approval in compliance with the risk appetite frameworks and global Credit policies - Monitoring counterparties’ exposure and relevant market trends - Review and approve counterparty credit risk exposure and...

  • VP - Credit Risk - Financial institutions

    2 weeks ago

    London, UK, United Kingdom Eximius Finance Full time

    This role will provide credit risk management for all financial institutions and sovereigns in EMEA. The responsibilities: - Counterparty/transaction approval in compliance with the risk appetite frameworks and global Credit policies - Monitoring counterparties’ exposure and relevant market trends - Review and approve counterparty credit risk exposure and...

  • Associate, Counterparty Credit Risk Strat

    4 weeks ago

    London, UK, United Kingdom Goldman Sachs Full time

    Risk The Goldman Sachs Group, Inc. is a leading global financial services firm providing investment banking, securities and investment management services to a substantial and diversified client base that includes corporations, financial institutions, governments and high - net - worth individuals. Founded in 1869, the firm is headquartered in New York and...

  • Credit Risk Analyst

    4 weeks ago

    London,, UK, United Kingdom Saxton Leigh Full time

    THE COMPANY:Our client is a leading world-wide broker; they are based in the City with a vast Global presence.THE RESPONSIBILITIES:Collects and verifies data from counterparties and other sources for the preparation of counterparty credit reviews including quantitative and qualitative assessmentsQualitative and quantitative analysis of all current and...

  • Hedge Fund Counterparty Risk Officer, VP/Director

    4 weeks ago

    London,, UK, United Kingdom Societe Generale Corporate and Investment Banking - SGCIB Full time

    Societe Generale is one of Europe's leading financial services groups and a major player in the economy for over 160 years, we support 25 million clients every day with more than 126,000 staff in 65 countriesOur Group draws on our European roots to develop our business internationally. Our unique geographic positioning enables us to connect Europe and...

  • Hedge Fund Counterparty Risk Officer, VP/Director

    3 weeks ago

    London,, UK, United Kingdom Societe Generale Corporate and Investment Banking - SGCIB Full time

    Societe Generale is one of Europe's leading financial services groups and a major player in the economy for over 160 years, we support 25 million clients every day with more than 126,000 staff in 65 countriesOur Group draws on our European roots to develop our business internationally. Our unique geographic positioning enables us to connect Europe and...

  • Quantitative Risk Manager

    1 week ago

    London,, UK, United Kingdom Tandem Search Full time

    Quantitative Risk Manager - (Credit Risk)Experience:Credit Risk Modelling: Minimum 4 years developing and/or validating credit risk models, with at least 1 year in a consulting role.IRB Expertise: Deep understanding of operational tasks for IRB model development and validation.Regulatory Knowledge: In-depth knowledge of current IRB regulations, with...

  • Securitisation & Financing – Credit Risk (AVP)

    4 weeks ago

    London, UK, United Kingdom Paritas Recruitment - Risk Full time

    Securitisation & Financing – Credit Risk (AVP) A leading global bank is searching for an AVP level Credit Risk professional to join their London based team. The role would be suited to someone with Banking and /or Rating Agency experience with Securitisation exposure or Banking Securitisation Credit Risk exposure specifically with ABS, CMBS and RMBS. ...

  • Credit Risk Analyst – Asset Based Lending

    4 weeks ago

    London, UK, United Kingdom Paritas Recruitment - Risk Full time

    Credit Risk Analyst – Asset Based Lending / Corporate Finance A well-established credit risk team within a European Banking Group in London is recruiting for a Credit Risk Analyst to join their Asset Based Finance team. Reporting directly to the Head of Credit, you will be responsible for working closely with the business development team in order to...

  • Credit Risk Analyst – Asset Based Lending

    2 weeks ago

    London, UK, United Kingdom Paritas Recruitment - Risk Full time

    Credit Risk Analyst – Asset Based Lending / Corporate Finance A well-established credit risk team within a European Banking Group in London is recruiting for a Credit Risk Analyst to join their Asset Based Finance team. Reporting directly to the Head of Credit, you will be responsible for working closely with the business development team in order to...

  • Counterparty Risk Strat

    2 weeks ago

    London, UK, United Kingdom Deutsche Bank Full time

    Job Description: Job Title Counterparty Risk Strat Location London Corporate Title Associate/Vice President Group Strategic Analytics (GSA) is part of Group Chief Operation Office (COO) which acts as the bridge between the Bank's businesses and infrastructure functions to help deliver the efficiency, control, and transformation goals of the Bank. ...

  • Interim Credit Risk Manager, Energy Trading

    4 weeks ago

    London,, UK, United Kingdom Richard James Recruitment Specialists Ltd Full time

    Are you a Credit Risk Professional, with experience in Commodities, and immediately available? If so, this could be a fantastic opportunity....Our client is a very successful Global Energy Trading company with access to all key markets worldwideYou will be part of the Credit function which is responsible for all aspects of credit risk management including...

  • Interim Credit Risk Manager, Energy Trading

    3 weeks ago

    London,, UK, United Kingdom Richard James Recruitment Specialists Ltd Full time

    Are you a Credit Risk Professional, with experience in Commodities, and immediately available? If so, this could be a fantastic opportunity....Our client is a very successful Global Energy Trading company with access to all key markets worldwideYou will be part of the Credit function which is responsible for all aspects of credit risk management including...

  • Credit Analyst

    4 weeks ago

    London, UK, United Kingdom Kite Human Capital Full time

    Credit Analyst – Financial Services – London (Hybrid) - Competitive Salary Credit Analyst required to join a leading financial services business, where you would be responsible for undertaking credit analysis across a range of clients/counterparties, covering a variety of jurisdictions. This is a permanent position based in London offered on a hybrid...

  • VP - Credit Risk Assurance - Corporate Banking

    4 weeks ago

    London, UK, United Kingdom Eximius Finance Full time

    Drive the development and implementation of a comprehensive program of the assurance coverage related to various business line activities across the first line of defence, working in close collaboration with business management and leveraging the product/functional expertise to ensure seamless delivery assurance plan Provide effective credible challenge to...