Senior Python Developer, Counterparty Credit Risk
Summary
Develop and maintain Python applications for derivatives credit risk calculations, integrating pricing models with the ACE platform while collaborating with Quant and Front Office teams.
Citi is seeking a Counterparty Credit Risk Senior Application Developer in Greater London to develop and maintain applications for derivatives credit risk calculations. This role involves collaboration with Quant and Front Office teams and the integration of pricing models within the ACE application.
The ideal candidate should have a strong background in Python, experience in software development on both Windows and Linux, and excellent analytical skills. Additional perks include 27 days of annual leave, performance-related bonuses, and private medical care.