Senior Python Architect​/Developer - Vice President

The Senior Python Architect/Developer is 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.

• Partner with multiple management teams to ensure appropriate integration of functions to meet goals as well as identify and define necessary system enhancements to deploy new products and process improvements
• Resolve variety of high impact problems/projects through in-depth evaluation of complex business processes, system processes, and industry standards
• Provide expertise in area and advanced knowledge of applications programming and ensure application design adheres to the overall architecture blueprint
• Utilize advanced knowledge of system flow and develop standards for coding, testing, debugging, and implementation
• Develop comprehensive knowledge of how areas of business, such as architecture and infrastructure, integrate to accomplish business goals
• Provide in-depth analysis with interpretive thinking to define issues and develop innovative solutions
• Serve as advisor or coach to mid-level developers and analysts, allocating work as necessary
• 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.

• As the lead for the Pricing Engine, you are the master of massive-scale computation. You will take the sophisticated pricing models developed by our top quants and operationalize them on a colossal grid. Your primary mission is to ensure that millions of trades can be re-valued against thousands of historical market scenarios with extreme speed, efficiency, and rock-solid stability.
• Your impact is at the core of our risk valuation capability. You will architect the system that answers the most fundamental question in risk: "What is it worth, right now, under this scenario?" The performance and reliability of the platform you build will directly determine the firm's ability to manage risk and meet its most critical regulatory obligations.

• Architect, build, and manage a massive-scale, distributed compute grid on public cloud platforms (AWS, GCP) for running financial pricing models.
• Design and implement the orchestration layer responsible for distributing millions of pricing tasks efficiently across hundreds of thousands of CPU/GPU cores.
• Deploy, manage, and version control a diverse library of quantitative pricing models, ensuring they run optimally in a distributed environment.
• Obsessively monitor and optimize the performance, cost, and resource utilization of the cloud grid, driving continuous efficiency improvements.
• Collaborate with quantitative development teams to seamlessly integrate new and updated pricing models into the production grid.
• Engineer the data logistics to ensure that the correct market data, trade data, and model configurations are available for every calculation at runtime.
• Ensure the pricing engine is highly available, resilient, and capable of meeting stringent recovery time objectives.

• 10+ 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.
• 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.

• Bachelor's degree or equivalent work experience

Technology

Applications Development

Full time

Jersey City New Jersey United States

$ - $

In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits,…