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 h...