Counterparty Credit Risk Quant Technology Lead (Python/C++)
CitiMatch Score
Against your primary resumeLogin to See Your Match Score
Create a free account or log in to unlock your CV match score across:
Protocol Intelligence
Data-driven signals on your job's competitivenessLog in to see why each signal reads the way it does.
Job Description
Structured overview of role & requirementsAbout This Role
Lead the design, development, and delivery of commodity derivatives pricing and risk analytics platforms using Python and C++.
Translate quantitative models into scalable, high-performance production systems for valuation and risk calculations.
Provide technical leadership, mentor teams, and collaborate with senior stakeholders across Trading, Risk, and Quantitative Research.
Minimum Requirements
14+ years of experience developing quantitative analytics platforms within Capital Markets.
Expert-level Python and strong C++ development skills for performance-sensitive production systems.
Deep understanding of software engineering principles, distributed computing, and scalable system design.
Experience with Linux/Unix, SDLC, DevOps/CI/CD pipelines, and working with senior quantitative and business stakeholders.
Ideal Candidate Profile
Senior engineering professional with proven leadership in quantitative technology for derivative pricing and risk analytics.
Demonstrated ability to work at the intersection of Trading, Quantitative Research, Risk, and Technology in a capital markets environment.
Experience with commodity markets and computational finance techniques is preferred but not mandatory.