Python Counterparty Credit Risk Senior Developer, Vice President
- Hiring Organisation
- Citigroup
- Location
- London, UK
- Employment Type
- Full-time
wide. The team's primary focus is the development, testing, deployment, and maintenance of the production derivatives credit risk application, used for internal risk management and regulatory capital purposes. The Counterparty Credit Risk Senior Application Developer position is a senior role that will interface closely with Quant and Front … maintaining the Counterparty Credit Risk applications, leveraging in-house Python and C++ model libraries. Supporting and improving CI/CD (build, testing and release management) of the credit risk application. Contributing to the codebase to optimize performance and consolidate the workflow across asset classes. Extending existing test suites ...