The senior python market risk engineer is a senior level position responsible for establishing and implementing new or revised application systems and programs in coordination with the Technology Team. The overall objective of this role is to lead applications systems analysis and programming activities.
Responsibilities:
- Lead integration of functions to meet goals, deploy new products, and enhance processes
- Analyze complex business processes, system processes, and industry standards to define and develop solutions to high level problems
- Provide expertise in area of advanced knowledge of applications programming and plan assignments involving large budgets, cross functional project, or multiple projects
- Develop application methodologies and standards for program analysis, design, coding, testing, debugging, and implementation
- Utilize advanced knowledge of supported main system flows and comprehensive knowledge of multiple areas to achieve technology goals
- Consult with end users to identify system function specifications and incorporate into overall system design
- Allocate work, and act as an advisor/coach developers, analysts, and new team members
- Influence and negotiate with senior leaders and communicate with external parties
- Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency.
Qualifications:
- 12+ years of professional experience with a proven track record of designing, building, and running applications on massive-scale compute grids.
- Expert-level, hands-on experience with at least one major public cloud provider (AWS or GCP), including their batch processing, container, and serverless offerings.
- Deep expertise in containerization and orchestration technologies (Docker, Kubernetes).
- Strong programming skills in languages common to high-performance computing, such as Python.
- Extensive development expertise in building efficient software platforms for data computation and processing.
- Multiple years of experience with developing Quantitative/Calc-intensive solutions with focus on using Python core concepts and advanced computation libraries usage
- Prior experience in a similar role within the financial industry (e.g., running large-scale Monte Carlo simulations, VaR calculations, or XVA pricing grids) is highly desirable.
- A degree in Computer Science, Engineering, or a related technical field.
- A strong background in distributed systems, performance tuning, and infrastructure-as-code principles.
- Exceptional problem-solving skills, with an ability to diagnose and resolve complex issues in a high-pressure, large-scale environment.
- Excellent communication skills and the ability to work effectively with quantitative research, trading, and risk management teams.
- Highly Experienced Python Professional with great exposure to architecting and building horizontally scalable, highly available, highly resilient and performant applications
Must-Have Tools/Languages:
- Python
- Public cloud provider (AWS or GCP)
- Containerization & orchestration (Docker, Kubernetes)
- Massive-scale compute grids
- Distributed systems
- Performance tuning
- Infrastructure-as-code principles
Preferred Tools/Languages:
- Prior experience in the financial industry (e.g., running large-scale Monte Carlo simulations, VaR calculations, or XVA pricing grids) is highly desirable.
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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
- 12+ years of professional experience designing, building, and running applications on massive-scale compute grids.
- Expert-level hands-on experience with AWS or GCP, including batch processing, container, and serverless offerings.
- Deep expertise in Docker and Kubernetes.
- Strong Python programming skills.
- Extensive experience building efficient software platforms for data computation and processing.
- Multiple years of experience developing quantitative or calculation-intensive solutions using Python core concepts and advanced computation libraries.
- Prior financial industry experience, including Monte Carlo simulations, VaR calculations, or XVA pricing grids.
- Degree in Computer Science, Engineering, or a related technical field.
- Strong background in distributed systems, performance tuning, and infrastructure-as-code principles.
- Exceptional problem-solving skills in high-pressure, large-scale environments.
- Excellent communication skills and ability to collaborate with quantitative research, trading, and risk management teams.
- Experience architecting highly scalable, highly available, highly resilient, and performant applications.
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 presented as comprehensive, including free in-network preventive care, mental-health resources, and the Be Well Program. Materials also state new hires have access to health and insurance benefits from the outset.
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Retirement Support — The retirement plan offers a $1-for-$1 match up to 6% of eligible pay. New employees are eligible for the plan, with automatic enrollment after 90 days if they do not enroll themselves.
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Inclusive Benefits Coverage — Benefits highlight fertility treatment coverage, adoption/surrogacy reimbursement up to $30,000, and disability coverage. Coverage extends to spouses and domestic partners regardless of gender identity or sexuality, with gender-affirming care-related support noted.
Citi Insights
What We Do
Citi's mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress. Our core activities are safeguarding assets, lending money, making payments and accessing the capital markets on behalf of our clients. We have 200 years of experience helping our clients meet the world's toughest challenges and embrace its greatest opportunities. We are Citi, the global bank – an institution connecting millions of people across hundreds of countries and cities.
