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 performance optimization and workflow consolidation.

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 extending test suites, performance profiling, and working on documentation while serving as a technical advisor to junior team members.

Citi offers a competitive package including hybrid working (up to 2 days from home), comprehensive benefits, and a supportive, inclusive work environment. The position requires strong Python programming skills, experience with CI/CD pipelines, and a Masters degree in a relevant field.

This is an excellent opportunity for a mid-level developer to advance their career at a leading global financial institution, working on complex risk calculation systems while collaborating with diverse teams across the organization. The role combines technical expertise with business domain knowledge, offering significant growth potential in financial technology.

Working at Citi means joining an organization committed to serving as a trusted partner to clients globally, with a mission to enable growth and economic progress. The company provides extensive professional development opportunities and promotes a culture where employees can bring their whole selves to work.