Senior C++ Developer

Job Overview

Citi’s Credit Risk division seeks a highly skilled and experienced Senior C++ Developer to join our team focused on credit model development. The successful candidate will play a critical role in designing, developing, and implementing robust and efficient C++ solutions for complex credit risk models, contributing to strategic initiatives of a leading global financial institution.

Responsibilities

• Design, develop, and implement C++ applications and libraries for quantitative credit risk models used for daily risk monitoring and stress testing.
• Optimize existing C++ codebases for performance, scalability, and stability, ensuring efficient execution of computationally intensive models.
• Contribute to the architectural design of credit risk systems, focusing on C++ components, integration patterns, and adherence to best practices.
• Conduct thorough code reviews, enforce coding standards, and ensure the delivery of high‑quality, well‑tested, and maintainable software.
• Collaborate closely with quantitative analysts, risk managers, and other technology teams to translate complex mathematical models into production‑ready C++ code.
• Create comprehensive technical documentation for developed applications, including design specifications, API documentation, and user guides.
• Analyze and troubleshoot issues in existing credit risk systems, providing timely and effective solutions.
• Stay abreast of new C++ features, libraries, and best practices, evaluating their applicability to credit risk model development.

Qualifications

• 6+ years of relevant experience in C++ development or systems analysis.
• Expert‑level proficiency in C++, modern C++ idioms, design patterns, object‑oriented programming, data structures, and algorithms.
• Strong ability in multi‑threading, concurrency, and parallel computing techniques.
• Experience with performance optimization and low‑latency programming.
• Proficiency in Linux/Unix environments; Windows development experience is a plus.
• Domain knowledge in Credit Risk and Financial Modeling.
• Solid understanding of various credit risk models (Basel EAD, VaR, stress testing, scenario analysis) and experience implementing and validating them.
• Foundational knowledge in quantitative finance, stochastic calculus, and statistical modeling.
• Understanding of financial products (derivatives, fixed income, equities) and their risk characteristics.
• Experience with model calibration, backtesting, and sensitivity analysis.

Education

• Bachelor’s degree or university degree in a relevant field, or equivalent experience.
• Master’s degree is preferred.

EEO Statement

Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, veteran status, or any other characteristic protected by law.