**Market Risk Technology is looking for an experienced individual to work on a VaR Calculation engine. Successful candidate will be highly motivated, embrace hands on development using modern C++ and exhibit a keen understanding of market risk management. Excellent communication skills are a must. Knowledge of financial products, Greeks and Market Risk are highly desirable.** **Key responsibilities** **Develop calculation and interface components in C++, STL, Boost** **Maintain and improve resource scheduling, data caching, and application performance** **Design and implement computing solutions for risk modeling , pricing and regulatory compliance** **Maintain high code quality through testing , CI/CD pipelines and version control (Git, Jenkins)** **Qualifications and Skills** **5-8 years of experience in software development with at least 5 years of experience in C++ and Unix/Linux** **In depth knowledge of C++ multithreading is required** **Python familiarity preferred** **Experience working in financial markets , risk management and financial instruments** **Familiarity with market risk concepts including VaR, Greeks, scenario analysis and stress testing** **Proficiency on Git, Jenkins and CI/CD pipelines** **Excellent problem solving skills and strong mathematical and analytical mindset** **Ability to work in a fast paced financial environment** ------------------------------------------------------ **Job Family Group:** Technology ------------------------------------------------------ **Job Family:** Applications Development ------------------------------------------------------ **Time Type:** Full time ------------------------------------------------------ _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 (https://www.citigroup.com/citi/accessibility/application-accessibility.htm)_ _._ _View Citi’s_ _EEO Policy Statement (https://www.citigroup.com/global/eeo-aa-policy)_ _and the_ _Know Your Rights (https://www.eeoc.gov/sites/default/files/2023-06/22-088\_EEOC\_KnowYourRights6.12ScreenRdr.pdf)_ _poster._ Citi is an equal opportunity and affirmative action employer. Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.