Quantitative Technology Developer - Python and C++ - Vice President

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
• Partner with Quantitative Research, Model Development, and Front Office Technology teams to integrate pricing models and analytical enhancements into the ACE platform
• Contribute to the design and implementation of scalable, resilient, and high-performance calculation workflows spanning multiple asset classes
• Analyze and optimize computational performance, memory utilization, and processing efficiency of large-scale risk calculations

What you need

• Python
• C++
• Data structures
• Git
• Capital markets
• Test automation
• M.Sc or B.Tech or B.E. or B.Sc or BCA or M.Tech or MCA

Good to have

• Market risk
• CI/CD
• Linux
• Jenkins
• Credit risk
• Performance testing