Python Counterparty Credit Risk Senior Developer, Vice President
- Hiring Organisation
- Citigroup
- Location
- London, UK
- Employment Type
- Full-time
Location: London, England, United KingdomCategory: Technology, Applications Development, ProfessionalCompany: CitiThe Analytical Calculation Engine (ACE) Development Team is a group within Citi Financial Risk Technology, responsible for developing and implementing the applications used for derivatives credit risk and exposure calculations Firm-wide. The team's primary focus is the development, testing … Equities, Commodities, FX derivatives. Experience working on Regulatory based projects such as Model Risk, Basel, Stress Testing, FRTB, CCAR is an advantage. Solid mathematical finance and statistical analysis skills. Familiarity with Numerical analysis/Monte-Carlo methods. Knowledge of probability and stochastic calculus. What we'll provide you27 days annual ...