Senior Python Quant Developer: Counterparty Credit Risk
Summary
Senior Python developer on Citi's ACE Quant Development team building and maintaining the production counterparty credit risk application for derivatives. Day to day: development, testing, deployment, and maintenance, integrating pricing model enhancements with Quant and Front Office teams, with exposure to multiple asset classes and cloud adaptation.
Citibank (Switzerland) AG is seeking a Counterparty Credit Risk Senior Application Developer to join the ACE Quant Development Team in Citi's risk technology group. You will interface with Quant and Front Office teams to integrate pricing model enhancements within the ACE application.
The role covers development, testing, deployment, and maintenance of the production derivatives credit risk app, with opportunities to work across asset classes and cloud adaptation, while delivering robust