Python Counterparty Credit Risk Senior Developer, Vice President

Citi Handlowy

Discretionary annual performance related bonus; be...
Not specified
Expert in python programming
Derivatives pricing and risk analytics
Ci/cd and devops experience
Citi Handlowy is seeking a Python Counterparty Credit Risk Senior Developer to join their Analytical Calculation Engine (ACE) Development Team. This senior role involves developing applications for credit risk and exposure calculations, requiring strong Python skills and experience in analytics library development for derivatives

Job Summary

  • The role involves developing and maintaining the production derivatives credit risk application used for internal risk management and regulatory capital purposes.
  • Candidates will interface closely with Quant and Front Office technology teams to integrate pricing models and workflow enhancements within the ACE application.
  • The position offers 27 days annual leave plus bank holidays, a discretionary annual performance-related bonus, and comprehensive private medical care and life insurance.

Matching Summary

Match Score: 85

Citi Handlowy is seeking a Python Counterparty Credit Risk Senior Developer to join their Analytical Calculation Engine (ACE) Development Team. This senior role involves developing applications for credit risk and exposure calculations, requiring strong Python skills and experience in analytics library development for derivatives.

Salary

Discretionary annual performance related bonus; Benefits: Private Medical Care & Life Insurance, Pension Plan, Paid Parental Leave; Base salary not specified

Skills & Requirements

Must-have

  • Expert in Python programming
  • Derivatives pricing and risk analytics
  • CI/CD and DevOps experience
  • UNIX Shell scripting (ksh, bash)
  • Windows and Linux software development

Nice-to-have

  • C++ knowledge for model libraries
  • Regulatory project experience Basel FRTB
  • Monte-Carlo methods and stochastic calculus
  • Rates Credit Equities Commodities FX derivatives
  • Mentoring junior developers

Key Requirements

  • Senior level experience in applications development
  • Proven track record in analytics library development
  • Strong analytical and problem-solving skills

Work Rights

Not specified

Tailored Resume

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