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, including systems analysis and software application development
- Proficiency with UNIX shell scripting, including Bash or Ksh
- Experience with version control software such as Git
- Experience with CI/CD pipeline technologies such as Jenkins
- Outstanding analytical and problem-solving skills with strong attention to detail and accuracy
- Experience with AWS cloud
- Excellent verbal and written communication skills in English
- Ability to collaborate effectively within a large team of developers
- Ability to work under pressure, manage deadlines, and take ownership of tasks
- Master's degree or equivalent in computer science, mathematics, engineering, or physics
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 — Health coverage is described as comprehensive and reliable, with multiple medical, dental, vision, prescription, and mental-health options. Wellness programs, counseling, and preventive resources further reinforce health support.
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Retirement Support — Retirement planning is viewed as a standout, with dollar-for-dollar matching up to 6% and, in some cases, an additional fixed contribution. These elements are positioned as competitive features of the total rewards package.
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Parental & Family Support — Family-support programs include parental leave, childcare and eldercare resources, backup-care assistance, and educational support. Part-time employees in some areas also access standard health and wellness benefits.
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