Counterparty Credit Risk Application Developer, AVP

Join Citi's Financial, Risk & Market Technology team as a Counterparty Credit Risk Application Developer. This role sits within the Counterparty Credit Risk Analytics group, responsible for developing applications for derivatives credit risk and exposure calculations Firm-wide. As an AVP-level position, you'll be responsible for developing and maintaining critical risk applications, working with Python and C++ model libraries, and contributing to application optimization and testing.

The role offers exposure to advanced technology paradigms like high-performance grid computing and opportunities to collaborate with Front Office Technology, Risk, and Quant groups. You'll be involved in integrating new technology features and quant library updates into the codebase, while also contributing to CI/CD improvements and documentation.

Citi offers a comprehensive benefits package including medical insurance, pension plan, and generous holiday allowance. The company promotes a flexible working environment with a hybrid model allowing up to 2 days of remote work per week. As a global financial institution, Citi is committed to fostering an inclusive workplace where everyone can thrive.

The ideal candidate will have strong Python programming skills, experience with systems analysis, and familiarity with UNIX and CI/CD tools. A Masters degree in a technical field is required, along with excellent analytical and communication skills. This position offers significant growth opportunities and the chance to work on complex financial technology systems at a leading global bank.