1 day ago
Pune, IndiaStaff+
Responsibilities
- Design, develop, and maintain risk analytics applications for derivatives credit risk and exposure calculations.
- Develop quantitative technology solutions using in-house Python and C++ analytics libraries.
- Integrate pricing models and analytical enhancements into the ACE platform with quantitative and technology teams.
- Design scalable, resilient, and high-performance calculation workflows across multiple asset classes.
- Optimize computational performance, memory utilization, and processing efficiency for large-scale risk calculations.
- Develop unit, regression, integration, and performance testing frameworks.
- Support software releases, CI/CD pipelines, and environment management.
- Investigate and resolve complex production, performance, and analytical issues.
- Collaborate across Risk, Quantitative Analytics, and Technology organizations on business and regulatory priorities.
- Produce technical documentation, contribute to engineering standards, and mentor junior developers.
Requirements
- Bachelor’s or master’s degree in Computer Science, Engineering, Mathematics, Financial Engineering, or a related quantitative discipline.
- Strong software engineering experience in capital markets, risk technology, quantitative analytics, or financial services.
- Expert-level Python programming experience building production-grade applications and analytics frameworks.
- Strong C++ development experience focused on performance, scalability, and maintainability.
- Experience developing and supporting derivatives pricing, exposure calculation, or risk management analytics libraries.
- Strong understanding of object-oriented design, software architecture, data structures, and algorithms.
- Experience developing software on Linux or Unix platforms.
- Familiarity with SDLC processes, Git, Jenkins, CI/CD pipelines, and automated testing frameworks.
- Strong analytical, problem-solving, communication, collaboration, ownership, and delivery skills.
- Preferred knowledge of counterparty credit risk, exposure modeling, XVA, market risk, or quantitative risk analytics.
- Preferred understanding of derivatives across rates, credit, equities, FX, and commodities.
- Preferred familiarity with numerical methods, statistical analysis, optimization, Monte Carlo simulations, Basel, stress testing, FRTB, CCAR, or model risk management.
- Preferred exposure to distributed computing, high-performance computing, or large-scale analytics platforms.
Benefits
- Full-time position.
- Citi is an equal opportunity employer and provides consideration without regard to legally protected characteristics.
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.