The Opportunity
The Analytical Calculation Engine (ACE) Development Team is responsible for building and maintaining Citi's strategic platform for derivatives credit risk and exposure calculations. The platform supports critical risk management, regulatory capital, and risk analytics functions across the firm and serves as a cornerstone of Citi's Financial Risk Technology landscape.
We are seeking a hands-on Senior Quantitative Technology Developer to join the ACE team and contribute to the development of high-performance risk analytics solutions. This role offers a unique prospect to work at the intersection of quantitative finance, software engineering, and large-scale distributed computation while partnering closely with Quantitative Research, Model Development, Risk Management, and Front Office Technology teams.
Your Role and Impact
As a member of the ACE development team, you will design, develop, and enhance the strategic analytics platform that powers derivatives credit risk calculations across multiple asset classes. You will collaborate with quantitative analysts,



model developers, and technology teams to implement pricing and exposure models, improve computational efficiency, and deliver robust risk analytics solutions used across the firm.
This role combines strong software engineering skills with an understanding of quantitative modeling and risk management. You will contribute to strategic platform initiatives, application modernization efforts, and the delivery of key business and regulatory capabilities
Key Responsibilities
Design, develop, and maintain strategic risk analytics applications supporting derivatives credit risk and exposure calculations.
Develop, enhance, and support quantitative technology solutions leveraging in-house Python and C++ analytics libraries.
Partner with Quantitative Research, Model Development, and Front Office Technology teams to integrate pricing models and analytical enhancements into the ACE platform.
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📌 Quantitative Technology Developer (Pune)
🏢 Citi
📍 Pune