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:
- Lead integration of functions to meet goals, deploy new products, and enhance processes
- Analyze complex business processes, system processes, and industry standards to define and develop solutions to high level problems
- Provide expertise in area of advanced knowledge of applications programming and plan assignments involving large budgets, cross functional project, or multiple projects
- Develop application methodologies and standards for program analysis, design, coding, testing, debugging, and implementation
- Utilize advanced knowledge of supported main system flows and comprehensive knowledge of multiple areas to achieve technology goals
- Consult with end users to identify system function specifications and incorporate into overall system design
- Allocate work, and act as an advisor/coach developers, analysts, and new team members
- Influence and negotiate with senior leaders and communicate with external parties
- Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency.
Qualifications
- 12+ years of professional experience with a proven track record of designing, building, and running applications on massive-scale compute grids.
- Expert-level, hands-on experience with at least one major public cloud provider (AWS or GCP), including their batch processing, container, and serverless offerings.
- Deep expertise in containerization and orchestration technologies (Docker, Kubernetes).
- Strong programming skills in languages common to high-performance computing, such as Python.
- 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
- Prior experience in a similar role within the financial industry (e.g., running large-scale Monte Carlo simulations, VaR calculations, or XVA pricing grids) is highly desirable.
- A degree in Computer Science, Engineering, or a related technical field.
- A strong background in distributed systems, performance tuning, and infrastructure-as-code principles.
- Exceptional problem-solving skills, with an ability to diagnose and resolve complex issues in a high-pressure, large-scale environment.
- Excellent communication skills and the ability to work effectively with quantitative research, trading, and risk management teams.
- Highly Experienced Python Professional with great exposure to architecting and building horizontally scalable, highly available, highly resilient and performant applications
Must-Have Tools/Languages
- Python
- Public cloud provider (AWS or GCP)
- Containerization & orchestration (Docker, Kubernetes)
- Massive-scale compute grids
- Distributed systems
- Performance tuning
- Infrastructure-as-code principles
Preferred Tools/Languages
- Prior experience in the financial industry (e.g., running large-scale Monte Carlo simulations, VaR calculations, or XVA pricing grids) is highly desirable.
Job Family Group
Technology
Job Family
Applications Development
Time Type
Full time
Most Relevant Skills
Please see the requirements listed above.
Other Relevant Skills
For complementary skills, please see above and/or contact the recruiter.
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