Senior Python Developer, Risk Analytics - Assistant Vice President

The Analytical Calculation Engine (ACE) team at Citi is responsible for building and supporting strategic platforms for counterparty credit risk, exposure analytics, and regulatory risk calculations. We are seeking a highly motivated Senior Python Developer to join the Credit Risk Technology organization to build and enhance high-performance risk analytics solutions.

• 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.
• Participate in code reviews and contribute to continuous improvement initiatives.

• 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.