Counterparty Credit Risk Application Programming - London, United Kingdom - eFinancialCareers

eFinancialCareers

Verified Company

London, United Kingdom

2 weeks ago

Posted by:

Tom O´Connor

beBee Recruiter

Description

ACE Development Team is a group within Citi Institutional Client Group (ICG), responsible for developing the analytical models which are used for derivatives credit risk and exposure calculations Firm-wide.

Responsibilities:

Developing and maintaining the inhouse C++ and Python model libraries.
Contributing to the codebase to optimise performance and consolidate the workflow across asset classes
Extending existing test suites, including both unit and integration tests. Performance and memory profiling
Assisting in the execution of impact analysis runs
Serving as advisor or coach to new or lowerlevel analysts
Exercising independence of judgement and autonomy
Acting as SME to senior stakeholders and /or other team members

Qualifications:

3+ years of relevant experience
Demonstrative experience of programming in Python and C++
Familiarity of UNIX shell scripting (bash, ksh etc) preferable
Proficiency with version control software like Git, TortoiseSVN
Experience in CI/CD pipeline technologies like Jenkins preferable
Solid mathematical finance and statistical analysis skills
Familiarity with Numerical analysis/Monte-Carlo methods
Outstanding analytical and problemsolving skills
Thorough and detailed approach to accuracy are essential
Excellent verbal and written English
Ability to collaborate well working within a large team of developers
Ability to work under pressure and manage deadlines or unexpected changes in expectations or requirements

Education:

Master's degree (PhD preferred) 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.

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Job Family Group:

Technology

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Job Family:

Applications Development

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Time Type:

Full time

Citi is an equal opportunity and affirmative action employer.

Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

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