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Python Counterparty Credit Risk Senior Developer, Vice President
Citi
London, GBR
Full-time
Senior
Hybrid
Discovered 2 weeks ago
PythonC++UNIX ShellGitJenkinsWindows
Free
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PythonC++UNIX Shell
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PythonC++UNIX ShellGitJenkinsWindows
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The role will involve tasks such as
Developing and 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 improvements
Working 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 Python
- Ability 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.
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