Credit Risk Technology, Senior Python Developer
Core
Building and supporting Citi's strategic platform for counterparty credit risk, exposure analytics, and regulatory risk calculations.
Role type
Senior Python Developer (Risk Technology)
Builds
High-performance risk analytics solutions and counterparty credit risk calculation platforms
Domain
Financial Services / Risk Technology
Deliverable
production ML models
Required skills
Python (OOP), Linux/Unix, SQL, CI/CD, Git, Data structures, Algorithms, Software engineering fundamentals
Preferred skills
Derivatives, Risk management, Quantitative analytics, Counterparty Credit Risk (CCR), Exposure Analytics, XVA, NumPy, Pandas, SciPy, Cloud technologies, C++
Technologies
Python, NumPy, Pandas, SciPy, Linux/Unix, Git, SQL
Responsibilities
Design and develop applications for credit risk calculations; Develop scalable high-performance solutions; Integrate analytical models into strategic platforms; Optimize application performance and reliability; Develop automated testing frameworks; Support CI/CD pipelines and platform modernization; Resolve production support issues; Collaborate with global stakeholders; Produce technical documentation; Participate in code reviews.
Seniority
Senior, hands-on IC