Counterparty Credit Risk Analytics is a group within Citi Financial Risk Technology, responsible for developing the applications used for derivatives credit Risk and Basel Capital calculations Firm-wide.
The Counterparty Credit Risk Developer is an intermediate level position responsible for participation in the development and advancement of the derivatives credit risk application.
Core objectives will include developing and maintaining the applications calculating the Counterparty Credit Risk metrics. Additional objectives will include the contribution towards application execution analysis reports, monitoring and optimization of the application build and the enhancement of the end-to-end calculation test suite.
This is an excellent opportunity to gain exposure to a wide range of advanced technology paradigms like high performance grid computing.
It will provide significant opportunities to collaborate with teams in the broader internal network including Front Office Technology, Risk and Quant groups, and exposure to high performance computing and cloud.
Responsibilities:
Develop and maintain Counterparty Credit Risk applications
Enhance and support CI/CD processes, including build, testing, and release management.
Optimize codebase performance and facilitate the transition to cloud-based workflows.
Expand and execute test suites (unit, regression, integration) and conduct performance/memory profiling.
Create and maintain comprehensive documentation for applications and processes.
Collaborate with Quant and Technology teams to integrate model updates and new technologies.
Analyze complex issues and provide evaluative judgments on business and system processes.
Serve as a Subject Matter Expert (SME) for senior stakeholders and team members, exercising independent judgment.
Qualifications:
Programming experience in Python, including systems analysis and software application development.
Proficiency with UNIX shell scripting (e.g., bash, ksh) and version control software like Git.
Experience with CI/CD pipeline technologies, such as Jenkins.
Outstanding analytical and problem-solving skills with a thorough and detailed approach to accuracy.
Experience in AWS cloud a plus.
Excellent verbal and written communication skills in English.
Ability to collaborate effectively within a large team of developers.
Capacity to work under pressure, manage deadlines, and take ownership of tasks.
Master’s degree or equivalent in computer science, mathematics, engineering, or physics.
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Job Family Group: Technology------------------------------------------------------
Job Family:Applications Development------------------------------------------------------
Time Type:Full time------------------------------------------------------
Most Relevant Skills Please see the requirements listed above.------------------------------------------------------
Other Relevant Skills For complementary skills, please see above and/or contact the recruiter.------------------------------------------------------
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Skills Required
- Programming experience in Python (systems analysis and software application development)
- UNIX shell scripting (bash, ksh)
- Version control with Git
- Experience with CI/CD pipeline technologies (e.g., Jenkins)
- Developing and maintaining production applications and test suites (unit, regression, integration)
- Performance and memory profiling and codebase optimization
- Excellent verbal and written communication in English
- Ability to collaborate within large developer teams and work under pressure to meet deadlines
- Master's degree or equivalent in Computer Science, Mathematics, Engineering, or Physics
- Experience with AWS cloud
Citi Compensation & Benefits Highlights
The following summarizes recurring compensation and benefits themes identified from responses generated by popular LLMs to common candidate questions about Citi and has not been reviewed or approved by Citi.
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Healthcare Strength — Benefits coverage is positioned as comprehensive, including health, dental, and vision insurance plus on-site clinics, prescription drug support, and disability coverage. Family-building support such as fertility assistance is described as a notable differentiator within the overall package.
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Retirement Support — Retirement benefits are framed as strong, highlighted by a 401(k) with matching and additional plan options like a Roth 401(k). Financial support is reinforced through discounts and broader financial guidance resources tied to the benefits ecosystem.
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Wellbeing & Lifestyle Benefits — Wellbeing support extends beyond insurance through programs like an Employee Assistance Program, counseling/legal resources, and gym or wellness reimbursement. These offerings increase the perceived total rewards value even when cash compensation sentiment varies by role.
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