Counterparty Credit Risk Python Developer, AVP

En tegrate into Citi’s Counterparty Credit Risk Analytics team to develop and maintain derivatives credit risk applications. You will work with cross‑functional groups to optimize performance, support CI/CD, and extend test suites for accurate risk calculations. The role provides exposure to high performance computing, cloud workflows, and collaboration with Front Office Technology, Risk, and Quant teams. You will shape resilient risk tools and contribute to end‑to‑end computation quality and documentation.

• Develop and maintain counterparty credit risk applications
• Enhance CI/CD processes including build, test, and release management
• Optimize code for performance and cloud transitions
• Expand and run unit, regression, and integration tests; profile performance/memory
• Create and maintain documentation for applications and processes
• Collaborate with Quant and Technology teams to integrate models and new tech
• Act as SME for senior stakeholders and exercise independent judgment
• Analyze complex issues and provide evaluative judgments

• Python programming experience
• UNIX shell scripting (bash, ksh)
• Git version control
• CI/CD tools experience (e.g., Jenkins)
• Outstanding analytical and problem‑solving skills
• English communication skills
• Ability to collaborate within a large team and deliver under pressure
• Master’s degree or equivalent in computer science, mathematics, engineering, or physics

• collaboration
• problem solving
• ownership
• Python
• UNIX shell scripting
• Git