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Counterparty Credit Risk Senior Architect

https://www.citi.com/ Logo

Citi

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Location:
United Kingdom , London

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Contract Type:
Not provided

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Salary:

Not provided

Job Description:

The Counterparty Credit Risk Senior Architect position is a senior role that will interface closely with developers, quants and front office technology teams to improve the system architecture, the codebase organization, testing and release processes. The Analytical Calculation Engine (ACE) Development Team is responsible for developing and implementing the analytical models for derivatives credit risk and exposure calculations Firm-wide. This role will involve exposure to a wide range of technological frameworks, including high performance distributed computing and cloud.

Job Responsibility:

  • 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

Requirements:

  • Proven experience in software development or engineering roles
  • Excellent command of Python
  • 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

Nice to have:

  • 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

Additional Information:

Job Posted:
April 26, 2025

Employment Type:
Fulltime
Work Type:
Hybrid work
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