Jobs → Engineering → Lead Python Engineer

About the Role We are looking for a Lead Python Engineer to join Citi's quantitative pricing platform team. This role involves working with high-performance computing grids and financial derivatives. Key Responsibilities • Design and implement solutions for quantitative pricing platforms • Develop large-scale risk calculations and XVA grids • Utilize ML-based anomaly detection techniques • Work with distributed computing and job scheduling systems • Optimize task packing and resource allocation Requirements • 10+ years of experience in quantitative pricing platforms • Strong background in Python and C++ • Experience with HPC grids and financial risk management • Knowledge of capital markets and derivatives • Familiarity with Docker and Kubernetes Benefits