15 days ago
Pune, IndiaStaff+
Responsibilities
- Architect and build scalable pipelines for billions of trade-level Present Value calculations from multiple stress engines.
- Develop and optimize large-scale aggregation jobs using Apache Spark.
- Design and deliver APIs for on-demand access to aggregated and non-aggregated risk data.
- Integrate Natural Language Processing capabilities into query-based data exploration interfaces.
- Load and model large aggregated datasets in Apache Pinot, Apache Druid, and Trino.
- Build interactive analytical tools and dashboards with summary views and fast drill-down capabilities.
- Partner with Front Office, Quantitative, and Risk Management stakeholders to deliver analytics solutions.
- Lead technical projects and resolve complex data and access issues independently.
Requirements
- 10+ years of experience with strong programming skills in Python, Java and/or Scala and expert-level SQL.
- A degree in a quantitative or technical field such as Computer Science, Financial Mathematics, or Financial Engineering.
- Expert-level hands-on experience with big data technologies, particularly Apache Spark.
- Proven experience with high-performance OLAP databases such as Apache Pinot, Apache Druid, or Trino.
- Strong knowledge of computer science fundamentals, including data structures and algorithms.
- Experience or strong interest in applying Natural Language Processing to data access and analytics.
- Experience in financial services and understanding of market risk, derivatives, VaR, stress testing, and Present Value calculations is highly desirable.
- Exceptional problem-solving, independent-work, technical project leadership, and communication skills.
Tech Stack
Categories
BackendData Engineering
About Citi
Citi's mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress. Our core activities are safeguarding assets, lending money, making payments and accessing the capital markets on behalf of our clients. We have over 200 years of experience helping our clients meet the world's toughest challenges and embrace its greatest opportunities. We are Citi, the global bank – an institution connecting millions of people across hundreds of countries and cities. For information on Citi’s commitment to privacy, visit on.citi/privacy.