Senior Python/Counterparty CreditRisk Application Developer - VP - LONDON Join to apply for the Senior Python/Counterparty CreditRisk Application Developer - VP - LONDON role at Citi Senior Python/Counterparty CreditRisk Application Developer - VP - LONDON 1 week ago … Be among the first 25 applicants Join to apply for the Senior Python/Counterparty CreditRisk Application Developer - VP - LONDON role at Citi The Analytical Calculation Engine (ACE) Development Team is a group within Citi Financial Risk Technology, responsible for developing and implementing the applications … used for derivatives creditrisk and exposure calculations Firm-wide. The team's primary focus is the development, testing, deployment, and maintenance of the production derivatives creditrisk application, used for internal risk management and regulatory capital purposes. The Counterparty CreditRisk Senior More ❯
London, England, United Kingdom Hybrid / WFH Options
Acord (association For Cooperative Operations Research And Development)
Counterparty CreditRisk Senior Developer (Python & C++) (Hybrid) Job Description The ACE Quant Development Team is a group within Citi's Financial, Market & CreditRisk Technology group, responsible for developing the analytical models which are used for derivatives creditrisk and exposure calculations … Firm-wide. The team's primary focus is the development, testing, deployment, and maintenance of the production derivatives creditrisk application, used for internal risk management and regulatory capital purposes. The Counterparty CreditRisk Senior Application Developer position is a senior role that will … Working with Front Office teams to integrate quant library/technology enhancements into the codebase. Supporting the build, testing and release management of the creditrisk application. Work on Regulatory and Governance based projects across a range of the asset classes. Providing regular development updates to stakeholders. Performing More ❯
The Analytical Calculation Engine (ACE) Development Team is a group within Citi Financial Risk Technology, responsible for developing and implementing the applications used for derivatives creditrisk and exposure calculations Firm-wide. The team's primary focus is the development, testing, deployment, and maintenance of the production … derivatives creditrisk application, used for internal risk management and regulatory capital purposes. The Counterparty CreditRisk Senior Application Developer position is a senior role that will interface closely with Quant and Front Office technology teams to integrate pricing models and workflow enhancements within … exposure to a wide range of technological frameworks, including distributed computing architecture. The role will involve tasks such as: Developing and maintaining the Counterparty CreditRisk applications, leveraging in-house Python and C++ model libraries. Supporting and improving CI/CD (build, testing and release management) of the More ❯
Front Office Quant Developer – CreditRisk | £800–£1,000/day (Inside IR35) | 12-Month Contract Our client, a leading name in the investment banking sector, is seeking a Front Office Quant Developer to support a major Credit Transformation project within their Global Markets Credit … months Rate: £800–£1,000/day (via umbrella, Inside IR35) Start: ASAP Essential Skills: Strong C++ development experience Proven experience with derivatives risk engines Skilled in risk and PnL validation Familiarity with Credit derivatives libraries Experience integrating with GPrime or FirstLIB is a plus More ❯
City of London, London, United Kingdom Hybrid / WFH Options
Lorien
Front Office Quant Developer – CreditRisk | £800–£1,000/day (Inside IR35) | 12-Month Contract Our client, a leading name in the investment banking sector, is seeking a Front Office Quant Developer to support a major Credit Transformation project within their Global Markets Credit … months Rate: £800–£1,000/day (via umbrella, Inside IR35) Start: ASAP Essential Skills: Strong C++ development experience Proven experience with derivatives risk engines Skilled in risk and PnL validation Familiarity with Credit derivatives libraries Experience integrating with GPrime or FirstLIB is a plus More ❯
london, south east england, united kingdom Hybrid / WFH Options
Lorien
Front Office Quant Developer – CreditRisk | £800–£1,000/day (Inside IR35) | 12-Month Contract Our client, a leading name in the investment banking sector, is seeking a Front Office Quant Developer to support a major Credit Transformation project within their Global Markets Credit … months Rate: £800–£1,000/day (via umbrella, Inside IR35) Start: ASAP Essential Skills: Strong C++ development experience Proven experience with derivatives risk engines Skilled in risk and PnL validation Familiarity with Credit derivatives libraries Experience integrating with GPrime or FirstLIB is a plus More ❯
slough, south east england, united kingdom Hybrid / WFH Options
Lorien
Front Office Quant Developer – CreditRisk | £800–£1,000/day (Inside IR35) | 12-Month Contract Our client, a leading name in the investment banking sector, is seeking a Front Office Quant Developer to support a major Credit Transformation project within their Global Markets Credit … months Rate: £800–£1,000/day (via umbrella, Inside IR35) Start: ASAP Essential Skills: Strong C++ development experience Proven experience with derivatives risk engines Skilled in risk and PnL validation Familiarity with Credit derivatives libraries Experience integrating with GPrime or FirstLIB is a plus More ❯
london (city of london), south east england, united kingdom Hybrid / WFH Options
Lorien
Front Office Quant Developer – CreditRisk | £800–£1,000/day (Inside IR35) | 12-Month Contract Our client, a leading name in the investment banking sector, is seeking a Front Office Quant Developer to support a major Credit Transformation project within their Global Markets Credit … months Rate: £800–£1,000/day (via umbrella, Inside IR35) Start: ASAP Essential Skills: Strong C++ development experience Proven experience with derivatives risk engines Skilled in risk and PnL validation Familiarity with Credit derivatives libraries Experience integrating with GPrime or FirstLIB is a plus More ❯