Python Counterparty Credit Risk Developer, Citi

Citi

Location:
Canada, Toronto

Category:
IT - Software Development

Contract Type:
Not provided

Salary:

Not provided

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Job Description:

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

Job Responsibility:

Developing and maintaining the Counterparty Credit Risk applications, leveraging in-house Python and C++ model libraries
Supporting and improving CI/CD (build, testing and release management)
Contributing to the codebase to optimize performance and consolidate the workflow across asset classes
Extending existing test suites, including unit, regression, and integration tests
Performance and memory profiling
Assisting in the execution of impact analysis testing runs
Working on documentation
Working with Front Office Quant and Technology teams to integrate model updates and technological enhancements into the application
Utilizing in-depth specialty knowledge of applications development to analyze complex problems/issues
Serving as advisor or coach to new or lower-level analysts
Exercising independence of judgement and autonomy
Acting as SME to senior stakeholders and /or other team members

Requirements:

5-8 years of demonstrative experience of programming in Python
Experience in systems analysis and programming of software applications
Proficiency with UNIX shell scripting (bash, ksh etc)
Proficiency with version control software like Git
Experience in CI/CD pipeline technologies like Jenkins
Outstanding analytical and problem-solving skills
Thorough and detailed approach to accuracy is essential
Excellent verbal and written English
Ability to collaborate well working within a large team of developers
Ability to work under pressure and manage deadlines or unexpected changes in expectations or requirements
Ability to take ownership and proactively follow up on issues
Master's degree or equivalent in computer science, mathematics, engineering or physics

Additional Information:

Job Posted:
August 28, 2025

Employment Type:

Fulltime

Work Type:

Hybrid work

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Python Counterparty Credit Risk Developer