Quantitative Technology Developer - Python and C++ - Vice President
Citi (company site, opens in a new tab)PuneOn-siteDirect career pageEst. 35–60 LPA
Posted on 9 Sept
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Job description
Structured overview of role & requirements
About This Role
- Design, develop, and maintain Citi's derivatives credit risk analytics platform (ACE), focusing on high-performance, scalable risk calculations.
- Collaborate with Quantitative Research and Front Office teams to integrate pricing models and enhance computational efficiency.
- Lead application modernization efforts and deliver key business and regulatory risk analytics capabilities across multiple asset classes.
Minimum Requirements
- Bachelor's or Master's degree in Computer Science, Engineering, Mathematics, Financial Engineering, or related quantitative discipline required.
- Expert-level Python and strong C++ programming experience with production-grade analytics libraries.
- Experience in Capital Markets, Risk Technology, Quantitative Analytics, or Financial Services environments.
- Work Experience Required: Not explicitly mentioned in the JD.
Ideal Candidate Profile
- Demonstrates strong software engineering skills combined with understanding of quantitative finance and risk management.
- Experienced in developing large-scale, high-performance risk analytics solutions for derivatives and credit risk.
- Ability to collaborate closely with quantitative researchers, model developers, and technology teams to deliver complex risk calculation workflows.