Senior Python Developer – Counterparty Credit Risk (VP)
Summary
A senior (VP-level) developer at Citigroup who maintains and improves counterparty credit risk applications built on in-house Python and C++ libraries. Day to day they support CI/CD pipelines, extend test suites, profile and optimize performance across asset classes, and integrate quant library enhancements with Front Office teams.
Citi is seeking an experienced Applications Developer to maintain Counterparty Credit Risk applications, leveraging in-house Python and C++ libraries. You will support and improve CI/CD (build, testing and release management) of the credit risk application and contribute to the codebase to optimize performance across asset classes.
You will extend test suites, perform performance profiling, and work with Front Office teams to integrate quant library enhancements.