Description
Citi is hiring a Counterparty Credit Risk Senior Application Developer to develop, test, deploy, and maintain production applications for derivatives credit risk and exposure calculations. The role focuses on Python and C++ development, CI/CD and release management, performance and memory profiling, calculation optimization, integration with quant and front-office technology, and mentoring junior developers. Candidates need expert Python skills, experience with derivatives pricing and risk libraries, Windows and Linux software development, UNIX shell scripting, DevOps and CI/CD knowledge, and strong analytical and problem-solving abilities.
