Citi Handlowy is seeking a Counterparty Credit Risk Senior Developer to join their ACE Quant Development Team in Poland. The role involves developing and maintaining analytical models for derivatives credit risk, requiring strong technical skills in Python and experience in financial technology.
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Job Summary
Develop, test, deploy, and maintain the production derivatives credit risk application.
Identify and implement optimizations for execution run-time and consolidate development across asset classes.
Collaborate with Quant, Front Office Technology, and Risk Managers to integrate new technology features and quant library updates.
Matching Summary
Match Score: 85
Citi Handlowy is seeking a Counterparty Credit Risk Senior Developer to join their ACE Quant Development Team in Poland. The role involves developing and maintaining analytical models for derivatives credit risk, requiring strong technical skills in Python and experience in financial technology.
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Salary
Base: zł268,390.00 - zł457,010.00; Bonus/Equity: Not specified; Benefits: Not specified
Skills & Requirements
Must-have
Python development
Credit risk application development
Distributed computing architecture
Grid computing exposure
UNIX Shell scripting
Version control (Git, TortoiseSVN)
Nice-to-have
Cloud transition experience
Numerical analysis/Monte-Carlo methods
Regulatory projects (Model Risk, Basel III, FRTB, CCAR)
Key Requirements
Master's degree or equivalent in computer science, mathematics, engineering or physics or relevant experience
Solid mathematical finance and statistical analysis skills
Excellent verbal and written English
Experience developing software for Windows and Linux
Proficiency with CI/CD pipeline technologies like Jenkins preferable