Senior Python Developer, Risk Analytics - Assistant Vice President
Citi · Pune, India · 4d ago
The Opportunity
The Analytical Calculation Engine (ACE) team is responsible for building and supporting Citi's strategic platform for counterparty credit risk, exposure analytics, and regulatory risk calculations. The platform serves as a critical component of Citi's risk management infrastructure, supporting risk measurement and analytics across multiple asset classes.
We are seeking a highly motivated Senior Python Developer to join the Credit Risk Technology organization. This role provides an opportunity to work closely with Front Office Quants, Model Development, Risk Management, and Technology teams to build and enhance high-performance risk analytics solutions.
Your Role and Impact
As a Senior Python Developer, you will contribute to the development and support of Citi's strategic risk analytics platform. You will collaborate with quantitative analysts and model developers to implement analytical models, improve platform performance, and deliver robust solutions supporting counterparty credit risk calculations and regulatory requirements.
This role is ideal for a strong software engineer with a passion for Python development who is interested in financial markets, quantitative analytics, and large-scale distributed systems.
Key Responsibilities
- Design, develop, and maintain applications supporting counterparty credit risk and exposure calculations.
- Develop scalable and high-performance solutions using Python and related technologies.
- Collaborate with Quantitative Research, Model Development, and Front Office Technology teams to integrate analytical models into strategic platforms.
- Enhance and support risk calculation workflows across multiple asset classes.
- Analyze and optimize application performance, scalability, and reliability.
- Develop and maintain automated testing frameworks including unit, integration, and regression testing.
- Support CI/CD pipelines, release activities, and platform modernization initiatives.
- Investigate and resolve application, analytical, and production support issues.
- Collaborate with global stakeholders across Risk, Quantitative Analytics, and Technology organizations.
- Produce high-quality technical documentation and adhere to engineering best practices.
- Participate in code reviews and contribute to continuous improvement initiatives.
Required Qualifications
- 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.
- Experience building and supporting enterprise-grade applications.
- Strong understanding of data structures, algorithms, and software engineering fundamentals.
- Experience developing applications on Linux/Unix platforms.
- Familiarity with Git, CI/CD pipelines, and Agile development methodologies.
- Experience with SQL and data processing frameworks.
- Strong analytical and problem-solving skills.
- Excellent verbal and written communication skills.
- Ability to work effectively within global and cross-functional teams.
Preferred Qualifications
- Experience in Capital Markets, Risk Technology, or Financial Services environments.
- Understanding of derivatives, risk management, or quantitative analytics concepts.
- Knowledge of Counterparty Credit Risk (CCR), Exposure Analytics, XVA, or Market Risk.
- Exposure to quantitative libraries and numerical computation frameworks.
- Experience with Python data science libraries such as NumPy, Pandas, and SciPy.
- Familiarity with cloud technologies, distributed computing, or high-performance computing environments.
- Basic knowledge of C++ is a plus.
- Experience working with quantitative analysts, model developers, or Front Office technology teams.
------------------------------------------------------
Job Family Group:
Technology------------------------------------------------------
Job Family:
Applications Development------------------------------------------------------
Time Type:
Full time------------------------------------------------------
Most Relevant Skills
Please see the requirements listed above.------------------------------------------------------
Other Relevant Skills
For complementary skills, please see above and/or contact the recruiter.------------------------------------------------------
Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.
If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi.
View Citi’s EEO Policy Statement and the Know Your Rights poster.