2 months ago
Pune, IndiaMid Level / Senior
Responsibilities
- Design, develop, maintain, and support applications for counterparty credit risk, exposure analytics, and regulatory calculations.
- Build scalable and high-performance solutions using Python and related technologies.
- Collaborate with quantitative analysts, model developers, Front Office Technology, Risk Management, and global technology teams to integrate analytical models.
- Enhance risk calculation workflows across multiple asset classes and optimize application performance, scalability, and reliability.
- Develop and maintain unit, integration, and regression testing frameworks.
- Support CI/CD pipelines, releases, platform modernization, code reviews, technical documentation, and engineering best practices.
- Investigate and resolve application, analytical, and production support issues.
Requirements
- Bachelor’s or master’s degree in Computer Science, Engineering, Mathematics, Physics, Financial Engineering, or a related discipline.
- 3 to 6 years of professional software development experience.
- Strong hands-on Python programming experience with object-oriented design principles and enterprise-grade applications.
- Strong understanding of data structures, algorithms, and software engineering fundamentals.
- Experience developing applications on Linux/Unix platforms, with familiarity with Git, CI/CD pipelines, SQL, and data processing frameworks.
- Strong analytical, problem-solving, communication, collaboration, and cross-functional teamwork skills.
- Preferred experience in capital markets, risk technology, financial services, derivatives, risk management, quantitative analytics, Counterparty Credit Risk, Exposure Analytics, XVA, or Market Risk.
- Preferred experience with NumPy, Pandas, SciPy, quantitative libraries, numerical computation, cloud technologies, distributed computing, high-performance computing, or C++.
About Citi
Citi is a public financial-services company offering consumer and institutional banking, credit cards, wealth management, treasury and trade solutions, and capital-markets services. It serves individuals, corporations, financial institutions, and governments in more than 160 countries and jurisdictions, earning interest and fee income from lending, payments, trading, and advisory. Founded in 1812 and headquartered in New York, it trades on the NYSE under the ticker C.