Citi Group Counterparty Credit Risk Senior Architect SVP 

United Kingdom, England, London 

106417695

The role will involve tasks such as:

• Developing and improving the Counterparty Credit Risk applications architecture.
• Optimize performance and consolidate the workflow across asset classes.
• Improving the CI/CD of the credit risk application.
• Extend and enhance existing test suites.
• Identifying and developing calculation optimization improvements.
• Serving as advisor or coach to new or lower-level developers.
• Exercising independence of judgement and autonomy.
• Acting as SME to senior stakeholders and /or other team members.

Qualifications:

• Proven experience in software development or engineering roles.
• Excellent command of Python is essential.
• Deep understanding of software design, architecture principles and industry best practices.
• Experience with distributed systems
• Experience with CI/CD pipelines and Dev Ops practices
• Ability to write clean, tested highly efficient code.
• Outstanding analytical and problem-solving skills.
• Solid mathematical finance and statistical analysis skills.
• Excellent verbal and written English.
• Strong leadership skills and experience working collaboratively within development teams.
• Ability to take ownership and proactively follow up on issues.

Advantages:

• Good knowledge in C++.
• Knowledge of Rates, Credit, Equities, Commodities, FX derivatives and derivatives risk.
• Experience working on regulatory based projects such as Model Risk, Basel, Stress Testing, FRTB, SA CCR, CCAR,
• Experience with high performance and cloud computing
• Familiarity with Numerical analysis/Monte-Carlo methods.
• Knowledge of probability and stochastic calculus.

Master’s degree or equivalent in computer science, mathematics, engineering or physics.

This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.

Time Type: