Python Counterparty Credit Risk Developer - AVP

Counterparty Credit Risk Analytics is a group within Citi Financial Risk Technology, responsible for developing the applications used for derivatives credit risk and exposure calculations Firm-wide.
 

The Counterparty Credit Risk Developer is an intermediate level position responsible for participation in the development and advancement of the derivatives credit risk application.

Core objectives will include developing and maintaining the applications calculating the Counterparty Credit Risk metrics.
Additional objectives will include the contribution towards application execution analysis reports, monitoring and optimization of the application build and the enhancement of the end-to-end calculation test suite.
 

This is an excellent opportunity to gain exposure to a wide range of advanced technology paradigms like high performance grid computing. It will provide significant opportunities to collaborate with teams in the broader internal network including Front Office Technology, Risk and Quant groups, to ensure integration of new technology features and quant library updates into the codebase.

Responsibilities:

• Develop and maintain Counterparty Credit Risk applications using Python and C++ model libraries.

• Enhance and support CI/CD processes, including build, testing, and release management.

• Optimize codebase performance and facilitate the transition to cloud-based workflows.

• Expand and execute test suites (unit, regression, integration) and conduct performance/memory profiling.

• Create and maintain comprehensive documentation for applications and processes.

• Collaborate with Quant and Technology teams to integrate model updates and new technologies.

• Analyze complex issues and provide evaluative judgments on business and system processes.

• Serve as a Subject Matter Expert (SME) for senior stakeholders and team members, exercising independent judgment.

Qualifications:

• Minimum 4 years of programming experience in Python, including systems analysis and software application development.

• Proficiency with UNIX shell scripting (e.g., bash, ksh) and version control software like Git.

• Experience with CI/CD pipeline technologies, such as Jenkins.

• Outstanding analytical and problem-solving skills with a thorough and detailed approach to accuracy.

• Excellent verbal and written communication skills in English.

• Ability to collaborate effectively within a large team of developers.

• Capacity to work under pressure, manage deadlines, and take ownership of tasks.

• Master’s degree or equivalent in computer science, mathematics, engineering, or physics.

What we can offer you:

By joining Citi Solutions Center Poland, you will not only be part of a business casual workplace with a hybrid working model (currently up to 2 days working at home per week), but also (potentially, subject to final offer) receive a competitive base salary and enjoy a whole host of additional benefits which can include:

• Employer paid Defined Contribution Pension Plan contribution of 6% of employee’s pensionable earnings (PPE Program)

• Employer paid Private Medical Care Package for employees and Private Medical Care Packages for certain family members available at preferential rates

• Employer paid Life Insurance Program for employees and Life Insurance for certain family members available at preferential rates

• Employee Assistance Program financed by Employer

• Paid Parental Leave Program (maternity and paternity leave; statutory and 2 weeks additional paid paternity leave)

• Sport Card for employees subsidized via Social Benefits Fund and Sport Cards for certain family members available at preferential rates

• Additional benefits from Company’s Social Benefit Fund, in particular: Holidays Allowance, support for sport and cultural activities, team building events.

• Additional day off for volunteering

• Cafeteria/ flex benefit – a company benefits system which enables employees to select and purchase benefits offered by a provider and available for employees on the platform.

• Opportunity to receive an annual discretionary incentive award

• Special offers and discounts for employees

• Copy and paste the URL below into a new tab on your web browser to view the Remuneration Regulations extract: https://tbcdn.talentbrew.com/company/287/cms/v3/docs/policies/RemunerationRegulations-KeyProvisions-CitibankEurope_plc_05012025_A.pdf

Alongside these benefits Citi is committed to ensuring our workplace is where everyone feels comfortable coming to work as their whole self every day. We want the best talent around the world to be energized to join us, motivated to stay, and empowered to thrive.

Sounds like Citi has everything you need? Then Apply via JobRemotely.

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This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.

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Job Family Group:

Technology

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Job Family:

Applications Development

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Time Type:

Full time

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Primary Location Full Time Salary Range:

189 660,00 zł - 322 940,00 zł

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Most Relevant Skills

Please see the requirements listed above.

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Other Relevant Skills

For complementary skills, please see above and/or contact the recruiter.

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Automated Processing and AI

We use automated processing, including artificial intelligence, for our legitimate business interests (or our reasonable and appropriate business purposes) to identify and align the candidate's skills and abilities with a specific job opening. Additionally, if you so choose, or consent, we can match your skills and abilities to other suitable roles at Citi.

Importantly, all our hiring processes and decisions, including determining your suitability for a role, are conducted, checked, and decided by individuals. Our automated processing and AI do not involve relying on automatic or autonomous decision-making. Please refer to any Jurisdictional Considerations, with specific provisions for your country (where relevant) for further details.

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This job opening is for an existing job vacancy.

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