Counterparty Credit Risk Python Developer, AVP

In this role you will develop and enhance Counterparty Credit Risk applications that power derivatives risk metrics. You will work within Citi’s Financial Risk Technology group to improve end-to-end calculation, testing, and deployment. You’ll collaborate with Quant and Technology teams to integrate models and drive performance, cloud adoption, and robust CI/CD processes. This is a hands-on position with exposure to high-performance computing and cross-functional programs. You will help shape risk analytics platforms used firm-wide and communicate results to senior stakeholders.

• Develop and maintain Counterparty Credit Risk applications
• Enhance and support CI/CD processes (build, test, release management)
• Optimize codebase for performance and cloud-based workflows
• Expand and execute unit, regression, and integration tests with profiling
• Create and maintain documentation for applications and processes
• Collaborate with Quant and Technology teams to integrate models and new tech
• Analyze complex issues and provide informed judgments on business and system processes
• Act as SME for senior stakeholders and team members, exercising independent judgment

• Python programming with systems analysis and application development
• Unix shell scripting (bash, ksh) and Git version control
• CI/CD experience (e.g., Jenkins)
• Strong analytical and problem-solving skills with attention to detail
• Experience with AWS cloud is a plus
• Excellent English communication and collaboration in a large team
• Ability to work under pressure, meet deadlines, and own tasks
• Master’s degree or equivalent in computer science, mathematics, engineering, or physics

• collaboration
• strong communication
• problem-solving
• Python
• Unix shell scripting
• Git