Python Counterparty Credit Risk Senior Developer - Vp

Citi Solutions Center Poland

Poland
Base: zł268,390.00 - zł457,010.00; bonus/equity: a...
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Python programming experience
Derivatives pricing knowledge
Linux/windows development environment
** Citi Solutions Center Poland is seeking a Python Counterparty Credit Risk Senior Developer to enhance their derivatives credit risk application. This role requires strong programming skills, experience in mathematical finance, and the ability to work collaboratively within a team while focusing on the integration of quant models and optimizations. **

Job Summary

  • The role involves developing and maintaining the ACE Python application used for firm-wide derivatives credit risk and exposure calculations.
  • Candidates will collaborate with Quant and Front Office teams to integrate pricing models and workflow enhancements into the production environment.
  • The position offers a competitive salary range of zł268,390.00 to zł457,010.00 along with comprehensive benefits including pension and medical care.

Matching Summary

Match Score: 75

** Citi Solutions Center Poland is seeking a Python Counterparty Credit Risk Senior Developer to enhance their derivatives credit risk application. This role requires strong programming skills, experience in mathematical finance, and the ability to work collaboratively within a team while focusing on the integration of quant models and optimizations. **

Salary

Base: zł268,390.00 - zł457,010.00; Bonus/Equity: Annual discretionary incentive award available; Benefits: Employer paid pension (6%), private medical care, life insurance, and cafeteria flex benefits

Skills & Requirements

Must-have

  • Python programming experience
  • Derivatives pricing knowledge
  • Linux/Windows development environment
  • UNIX Shell scripting proficiency
  • Git version control usage
  • Mathematical finance background

Nice-to-have

  • Cloud migration experience
  • Monte-Carlo simulation methods
  • Regulatory project exposure
  • Distributed computing architecture
  • Jenkins CI/CD pipeline familiarity

Key Requirements

  • Master's degree or PhD in CS/Math/Engineering
  • Solid mathematical finance skills
  • Experience with stochastic calculus

Work Rights

Not specified

Tailored Resume

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