Python Risk Developer – Vice President

Company: Citi
Apply for the Python Risk Developer – Vice President
Location: London
Job Description:

Job Overview

The Commodities trading business at Citi has grown significantly in the last10years to become one of the leading industry players. It is a federated business model that covers market‑making across all types of assets including Oil, Gas, Power, Agriculture, Emissions, Metals, Freight, Exotics and Indices.

This role is within the London Commodities Risk Technology team, focusing on our front‑office trading platform. The proprietary trading platform is currently going through an exciting re‑engineering phase and we are building out the development team.

The front‑office risk system calculates large volumes of results data, so there are considerable challenges in data modelling, distributed processing and grid computing. We require a seasoned developer who can efficiently design and develop micro‑services and components which can handle and process large amounts of data with optimal performance. The candidate will develop a highly‑distributed Python‑based micro‑services platform that uses RabbitMQ for transport and OpenShift/Kubernetes for deployment.

What you’ll do

  • Design, develop and maintain high‑performing fault‑tolerant Python micro‑services to deliver a seamless user experience for our clients.
  • Work with Traders and Risk Managers to gather requirements, perform analysis and develop functionality; assist with SL3 to resolve production issues.
  • Collaborate with the Markets Quantitative Analytics (MQA) team that develops analytics pricing models to integrate with the Risk Platform, and with the Commodities Market Data (CMD) team.
  • Collaborate with global teams across various geographies and work effectively with them.
  • Integrate other libraries such as Market Data, Trade Repository and Analytics into the Risk Platform.
  • Stay updated with the latest trends and developments in technology.

What we’ll need from you

  • Ideally from a Commodities Risk background, though any front‑office derivatives experience is useful.
  • A history of interacting with the trading desks and the ability to analyse and address issues and queries quickly and effectively.
  • Recent hands‑on experience with Python, SQL Server and ideally some Parquet exposure.
  • Evidence of strong delivery throughout the entire lifecycle.
  • Strong problem‑solving skills and the capability to write code quickly and accurately, plus experience troubleshooting production issues.
  • Experience of working with an analytics library.

Preferred Skills

  • Understanding of risk greeks, products (Options, Futures, Exotics) and market data (curves, fixings/settlements, etc.) ideally within a commodities business context.
  • Experience with Python and databases within a distributed micro‑services architecture.
  • Some experience of loosely coupled architectures and queuing technology, ideally RabbitMQ.
  • Some experience with C# would be advantageous.
  • Good software engineering skills such as SOLID, TDD, etc.
  • Experience in a CI/CD and automated deployment environment with tools such as OpenShift/Kubernetes, Jenkins, uDeploy.
  • Experience of using AI tools to assist with development.

What we can offer you

  • Generous holiday allowance starting at 27 days plus bank holidays; increasing with tenure.
  • A discretionary annual performance‑related bonus.
  • Private medical insurance packages to suit your personal circumstances.
  • Employee Assistance Program.
  • Pension plan.
  • Paid parental leave.
  • Special discounts for employees, family and friends.
  • Access to an array of learning and development resources.

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

If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity, review Accessibility at Citi.

View Citi’s EEO Policy Statement and the Know Your Rights poster.

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Posted: June 1st, 2026