Citi is an American multinational investment bank and financial services corporation headquartered in New York City, NY.
(more about Citi)The senior python market risk engineer is a senior level position responsible for establishing and implementing new or revised application systems and programs in coordination with the Technology Team. The overall objective of this role is to lead applications systems analysis and programming activities.
Responsibilities:
Qualifications:
Education:
Highly Experienced Python Professional with great exposure to architecting and building horizontally scalable, highly available, highly resilient and performant applications
Extensive development expertise in building efficient software platforms for data computation and processing.
Multiple years of experience with developing Quantitative/Calc-intensive solutions with focus on using Python core concepts and advanced computation libraries usage
Multiple years of experience interfacing with Risk Managers, Risk Analytics, Senior Quants & FO Teams for smooth IT deliveries
Multiple years of experience delivering Stress Testing and Regulatory Risk projects in Market Risk domain
Multiple years of experience leading and managing teams of software professionals to drive business and technology value
Exposure to Continuous Integration and Continuous Delivery (CI/CD) pipelines
Sound understanding & exposure to various Risk Methodologies
Consistently demonstrates clear and concise written and verbal communication ranging from own team to senior business executives
Experience planning, forecasting and managing technology budgets at team level, including project tracking and governance
Demonstrated systems thinking, critical analysis and design thinking skills
Ability to work in a globally matrixed environment and partner with virtual teams and external partners
Ability to work independently, multi-task, and take ownership of various parts of a project or initiative
Ability to work under pressure and manage to tight deadlines or unexpected changes in expectations or requirements
Proven track record of change management and continuous improvement
Highly experienced with Unix based operating systems
Strong analytical and logical skills.
Hands-on experience in writing SQL queries.
Experience with source code management tools such as Bitbucket, Git etc.
Experience working with banking domain like pricing, risk etc. is plus
CFA/FRM certification is plus.
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Job Family Group:
Technology------------------------------------------------------
Job Family:
Applications Development------------------------------------------------------
Time Type:
Full time------------------------------------------------------
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