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Python Counterparty Credit Risk Developer - AVP - NEW YORK

Global financial services company providing banking and financial products and services
$121,200 - $181,800
Backend
Mid-Level Software Engineer
Hybrid
5,000+ Employees
3+ years of experience
Finance

Description For Python Counterparty Credit Risk Developer - AVP - NEW YORK

Citi's Counterparty Credit Risk Analytics group, part of Financial Risk Technology, is seeking a Python Developer at the AVP level to join their team. This role focuses on developing and maintaining applications for derivatives credit risk and exposure calculations used Firm-wide. The position offers exposure to advanced technology paradigms including high-performance grid computing and collaboration with Front Office Technology, Risk, and Quant groups.

The role combines technical expertise in Python development with financial risk management, offering a unique opportunity to work on critical systems that calculate counterparty credit risk metrics. You'll be responsible for maintaining and optimizing applications, implementing new features, and ensuring robust testing practices. The position requires both technical proficiency and business understanding, as you'll work closely with various stakeholders across the organization.

As an AVP-level developer, you'll have the opportunity to mentor junior team members while contributing to significant technical initiatives. The role offers competitive compensation ($121,200 - $181,800) and comprehensive benefits including medical, dental, vision coverage, and 401(k). Citi's hybrid work environment provides flexibility while maintaining collaborative opportunities with the team.

The ideal candidate will bring strong Python programming skills, experience with CI/CD practices, and a background in computer science or related field. This role presents an excellent opportunity for growth within a leading financial institution while working on complex, mission-critical systems that impact the bank's risk management capabilities.

Last updated a day ago

Responsibilities For Python Counterparty Credit Risk Developer - AVP - NEW YORK

  • Developing and maintaining Counterparty Credit Risk applications using Python and C++
  • Supporting and improving CI/CD (build, testing and release management)
  • Contributing to codebase optimization and workflow consolidation
  • Extending test suites including unit, regression, and integration tests
  • Performance and memory profiling
  • Working on documentation
  • Collaborating with Front Office Quant and Technology teams
  • Analyzing complex problems and providing evaluation of business processes
  • Serving as advisor to new or lower-level analysts
  • Acting as SME to senior stakeholders

Requirements For Python Counterparty Credit Risk Developer - AVP - NEW YORK

Python
  • Master's degree in computer science, mathematics, engineering or physics
  • Demonstrative experience of programming in Python
  • Experience in systems analysis and programming
  • Proficiency with UNIX shell scripting (bash, ksh)
  • Proficiency with version control software like Git
  • Experience in CI/CD pipeline technologies like Jenkins
  • Outstanding analytical and problem-solving skills
  • Excellent verbal and written English
  • Ability to collaborate within a large team
  • Ability to work under pressure and manage deadlines

Benefits For Python Counterparty Credit Risk Developer - AVP - NEW YORK

Medical Insurance
Dental Insurance
Vision Insurance
401k
  • Medical coverage
  • Dental coverage
  • Vision coverage
  • 401(k)
  • Life insurance
  • Accident insurance
  • Disability insurance
  • Wellness programs
  • Paid time off
  • Vacation
  • Sick leave
  • Paid holidays

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