Software Development Engineer

Back-End / Server Programming Long Island City, New York, United States

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Summary

Quantitative Developer at Citigroup Global Markets Inc.
Identified and resolved critical pricing issues for Equities and Derivatives, resulting in a significant improvement in profitability and market competitiveness.
Transitioned the calculation of Front Office Greeks from C++ to Python, and we also expanded the language support for all models used in risk pricing for supported positions
Debugged the backend systems to match PVs of risk of different models from 90% to 98.3% for our new platform

Expectations

Roles in Software Development, Data Science, Web development, and Finance.
Opportunities to contribute to projects and initiatives.
A collaborative, innovative work environment.