Senior Python Developer - Counterparty Credit Risk Application Developer - Vice President

Citi

Remote

Quick summary

Work type: Remote
Location: Remote
Salary: $142,320–$213,480 / yr
Posted: 117 days ago

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Salary context

Competitive pay

How this pay compares to similar roles

Similar $189k

This role $178k

$133k most similar roles pay here $230k

This role pays more than 52% of similar roles. Most pay $157,000–$220,900 — the shaded band above. At the midpoint, this role pays about $178k versus about $189k for comparable roles.

Based on 240 similar postings.

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About Citi

Citi is one of the world’s most trusted financial institutions, proudly serving millions of customers across the United States.

Citi currently has 397 open roles on FindRole.

Listed pay typically runs $125,760–$188,640 across 367 roles with salary data.

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At a glance

TL;DR · Senior Python Developer - Counterparty Credit Risk Application Developer - Vice President

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The Counterparty Credit Risk Senior Application Developer position at Citi Financial Risk Technology is a senior role within the Analytical Calculation Engine (ACE) Development Team. This team focuses on developing and maintaining applications for derivatives credit risk calculations used internally and for regulatory compliance. The developer will work closely with Quant and Front Office technology teams to integrate pricing models, optimize performance across asset classes, and extend test suites. Key responsibilities include leveraging Python and C++ model libraries, supporting cloud transitions, and contributing to codebase improvements while acting as a subject matter expert and mentor within the team. Required skills encompass expertise in Python, Unix shell scripting, Windows/Linux development, DevOps practices including CI/CD pipelines, and strong analytical problem-solving abilities. Ideal candidates will have experience with regulatory projects like Basel or FRTB and solid mathematical finance knowledge.

Skills

Python C++ UNIX_Shell DevOps CI/CD GIT Jenkins AWS Kubernetes

What you'll do

Develop and maintain Counterparty Credit Risk applications using Python and C++.
Optimize performance and consolidate workflow across asset classes in the codebase.
Extend test suites for unit, regression, and integration tests; perform profiling.
Integrate quant library/technology enhancements with Front Office teams.
Serve as a subject matter expert to senior stakeholders and team members.
Advise and coach new or lower-level developers on applications development.

What we're looking for

Expertise in Python and experience with C++ for developing financial applications.
Proven track record of creating and supporting analytics libraries for derivatives pricing and risk.
Strong background in software development for Windows and Linux environments.
Experience with DevOps practices, including CI/CD pipelines (preferably GIT, Jenkins).
Excellent analytical skills and ability to solve complex problems independently.
Deep understanding of distributed computing architecture and cloud transition.
Extensive knowledge of scripting languages like UNIX Shell (ksh, bash).

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