Quantitative Technology Developer - Python and C++ - Vice President
PuneFull-timeLead levelPosted over a month ago
Leadership software engineering role at Citi in Pune.
About the role
The Analytical Calculation Engine (ACE) Development Team is responsible for building and maintaining Citi's strategic platform for derivatives credit risk and exposure calculations. The platform supports critical risk management, regulatory capital, and risk analytics functions across the firm and serves as a cornerstone of Citi's Financial Risk Technology landscape.
What you'll do
- Design, develop, and maintain strategic risk analytics applications supporting derivatives credit risk and exposure calculations
- Develop, enhance, and support quantitative technology solutions leveraging in-house Python and C++ analytics libraries
- Contribute to the design and implementation of scalable, resilient, and high-performance calculation workflows spanning multiple asset classes
What you need
- Python
- C++
- Capital markets
- Credit risk