Python Counterparty Credit Risk Developer - AVP - NEW YORK

Citi's Counterparty Credit Risk Analytics group, within 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 an excellent opportunity to work with advanced technology paradigms including high-performance grid computing.

The role involves significant technical development work in Python and C++, focusing on risk analytics applications. You'll be responsible for maintaining and optimizing critical financial risk applications, implementing new features, and ensuring robust testing coverage. The position requires collaboration with Front Office Technology, Risk, and Quant groups to integrate new technology features and quant library updates.

This is an intermediate-level position ideal for someone with strong Python programming skills and an understanding of financial risk concepts. The role combines technical expertise with business domain knowledge, offering exposure to both technology and financial markets. You'll work in a hybrid environment in New York, with a competitive salary range of $121,200 to $181,800, plus comprehensive benefits.

The ideal candidate should have a Master's degree in computer science, mathematics, engineering, or physics, along with demonstrable Python programming experience. Knowledge of CI/CD practices, UNIX environments, and version control systems is essential. The role offers growth opportunities through mentoring junior team members and acting as a subject matter expert for stakeholders.