16 hours 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'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 over 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. For information on Citi’s commitment to privacy, visit on.citi/privacy.