Senior Python / Counterparty Credit Risk Senior Application Developer - VP

The Analytical Calculation Engine (ACE) Development Team at Citi Financial Risk Technology is seeking a Senior Python / Counterparty Credit Risk Application Developer to join their team. This role is integral to developing and implementing applications for derivatives credit risk and exposure calculations used firm-wide. As a senior developer, you'll work closely with Quant and Front Office technology teams to integrate pricing models and enhance workflows within the ACE application.

The position offers exposure to cutting-edge technological frameworks, including distributed computing architecture. You'll be responsible for developing and maintaining critical financial risk applications, optimizing performance, and ensuring robust testing practices. The role combines technical expertise in Python development with domain knowledge in financial derivatives and risk management.

Working at Citi, you'll be part of a global financial institution with comprehensive benefits including medical, dental, and vision coverage, 401(k), and various insurance options. The hybrid work environment in New York offers flexibility while maintaining collaborative opportunities with team members.

This is an excellent opportunity for experienced developers who want to apply their Python expertise to complex financial problems while working with sophisticated mathematical models and distributed systems. The role offers competitive compensation ranging from $142,320 to $213,480, reflecting the senior nature of the position and the technical expertise required.

The ideal candidate will have a master's degree in a relevant field, expert-level Python skills, and experience with financial derivatives and risk management systems. You'll have the opportunity to mentor junior developers, contribute to architectural decisions, and work on projects that directly impact the firm's risk management capabilities.