Senior C++ Developer

Citi's Credit Risk division is seeking a highly skilled and experienced Senior C++ Developer to join our dynamic 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. This position offers a challenging opportunity to work with cutting‑edge technologies and contribute to the strategic initiatives of a leading global financial institution.

Responsibilities

• Model Development: Design, develop, and implement C++ applications and libraries for quantitative credit risk models for daily risk monitoring and stress testing models.
• Performance Optimization: Optimize existing C++ codebases for performance, scalability, and stability, ensuring efficient execution of computationally intensive models.
• System Architecture: Contribute to the architectural design of credit risk systems, focusing on C++ compo...