Counterparty Credit Risk Quant Technology Lead (Python/C++)
Citi (company site, opens in a new tab)14+ yrsPuneOn-siteDirect career pageEst. 60–90 LPA
Posted 13h ago
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Job description
Structured overview of role & requirements
About This Role
- Lead design, development, and delivery of quantitative analytics platforms for Commodities pricing and risk management.
- Translate quantitative models into scalable, high-performance Python and C++ production systems for valuation and risk analytics.
- Provide technical leadership, mentor teams, and collaborate with senior stakeholders across Trading, Risk, and Quantitative Research.
Minimum Requirements
- 14+ years experience in quantitative analytics platform development within Capital Markets.
- Expert-level Python and strong C++ development skills in performance-sensitive environments.
- Proven experience with derivative pricing, risk, or valuation analytics technology solutions.
- Experience with Linux/Unix, SDLC, DevOps practices, CI/CD pipelines, Git, and automated testing frameworks.
Ideal Candidate Profile
- Experienced in Commodities markets and associated derivative pricing and risk methodologies.
- Capable of leading complex technical initiatives and mentoring engineering teams on quantitative platforms.
- Skilled in distributed computing, scalable system design, and performance optimization for large-scale analytics workflows.