Quantitative Technology Developer - Python and C++ - Vice President

Overview

Senior Quantitative Technology Developer for Citi’s ACE team, building and maintaining analytics platform capabilities for derivatives credit risk and exposure calculations.

What you'll do

• Design, develop, and maintain risk analytics applications for derivatives credit risk and exposure calculations.
• Develop and enhance quantitative technology solutions using in-house Python and C++ analytics libraries.
• Integrate pricing models and analytical enhancements into the ACE platform with cross-functional teams.
• Implement scalable, resilient, high-performance calculation workflows across multiple asset classes.
• Analyze and optimize computational performance, memory usage, and processing efficiency for large-scale risk calculations.
• Build automated testing frameworks and support CI/CD and environment management.

What you'll need

• Bachelor’s or Master’s degree in a quantitative discipline (Computer Science, Engineering, Mathematics, Financial Engineering, or related).
• Strong software engineering experience in capital markets, risk technology, quantitative analytics, or financial services.
• Expert-level Python programming for production-grade applications and analytics frameworks.
• Strong C++ development focused on performance, scalability, and maintainability.
• Experience developing/supporting analytics libraries for derivatives pricing, exposure calculations, or risk management platforms.
• Experience developing software on Linux/Unix platforms.
• Familiarity with SDLC, Git, Jenkins, CI/CD pipelines, and automated testing frameworks.

Details

• Location: Pune, Maharashtra, India.
• Employment type: Full time.