Python Counterparty Credit Risk Senior Developer, Vice President

maintaining the Counterparty Credit Risk applications, leveraging in-house Python and C++ model libraries.Supporting and improving CI/CD (build, testing and release management) of the credit risk application.Contributing to the codebase to optimize performance and consolidate the workflow across asset classes.Extending existing test suites, including unit, regression, and integration tests. Performance and memory profiling. Assisting in the execution of impact analysis testing runs.Identifying and developing calculation optimization improvementsWorking on documentation.Working with Front Office teams to integrate quant library/technology enhancements into the codebase.Utilizing in-depth specialty knowledge of applications development to analyze complex problems/issues, provide evaluation of business process, system process, and industry standards, and make evaluative judgements.Serving as advisor or coach to new or lower-level developers.Exercising independence of judgement and

autonomy.Acting as SME to senior stakeholders and /or other team members.Qualifications:Expert in PythonAbility to write clean, tested highly efficient code.Proven track record of developing and supporting analytics library for derivatives pricing and risk.Experience developing software for Windows and Linux.Good command of scripting using UNIX Shell (ksh, bash, etc).Experience working collaboratively within development teams.DevOps experience, deep understanding of SDLC and CI/CD (GIT, Jenkins preferable).Outstanding analytical and problem-solving skills.Thorough and detailed approach to accuracy are essential.Ability to follow procedures and operate within strict guidelines.Excellent verbal and written English.Ability to take ownership and proactively follow up on issues.Ability to work in a team and to work well under pressure.Nice to Have:Good knowledge in C++.In-depth knowledge of Rates, Credit, Equities, Commodities, FX derivatives.Experience working on Regulatory based projects such
as Model Risk, Basel, Stress Testing, FRTB, CCAR is an advantage.Solid mathematical finance and statistical analysis skills.Familiarity with Numerical analysis/Monte-Carlo methods.Knowledge of probability and stochastic calculus.What we'll provide you27 days annual leave (plus bank holidays)A discretional annual performance related bonusPrivate Medical Care & Life InsuranceEmployee Assistance ProgramPension PlanPaid Parental LeaveSpecial discounts for employees, family, and friendsAccess to an array of learning and development resourcesAlongside these benefits Citi is committed to ensuring our workplace is where everyone feels comfortable coming to work as their whole self, every day. We want the best talent around the world to be energized to join us, motivated to stay and empowered to thrive------------------------------------------------------Job Family Group: Technology------------------------------------------------------Job Family:Applications
Development------------------------------------------------------Time Type:Full time------------------------------------------------------Most Relevant Skills Please see the requirements listed above.------------------------------------------------------Other Relevant Skills For complementary skills, please see above and/or contact the recruiter.------------------------------------------------------Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi.View Citi's EEO Policy Statement and the Know Your Rights poster.