1 day ago
Pune, IndiaSenior
Responsibilities
- Design, build, test, and deploy robust software for commodity index calculation, publication, and analysis.
- Translate weighting, rebalancing, corporate-action, and other index methodologies into production-ready code.
- Develop and maintain pipelines that source, validate, and process commodity price data from vendors and exchanges.
- Create tools for historical back-testing, performance attribution, and risk analysis.
- Profile and optimize calculation engines and data-processing workflows for low latency and high throughput.
- Provide production support, troubleshoot platform issues, and ensure accurate and timely index calculations and data distributions.
- Maintain documentation for index methodologies, system architecture, and operational procedures.
- Collaborate with quantitative research, trading, index management, operations, and technology infrastructure teams.
Requirements
- Bachelor’s or master’s degree in computer science, engineering, mathematics, physics, or a related quantitative field.
- At least 3 years of strong, hands-on development experience in an object-oriented language such as Python, C++, or Java.
- Strong knowledge of data structures, algorithms, and software design principles.
- Proficiency in SQL and experience with relational databases such as PostgreSQL or SQL Server.
- Interest in financial markets and foundational understanding of financial instruments.
- Excellent analytical, problem-solving, communication, and attention-to-detail skills.
- Preferred experience with commodities, financial indices, futures, and/or other derivatives.
- Preferred hands-on experience with Python numerical and data-analysis libraries such as Pandas.
- Familiarity with cloud computing platforms and CI/CD practices is preferred.
About Citi
Citi is a public financial-services company offering consumer and institutional banking, credit cards, wealth management, treasury and trade solutions, and capital-markets services. It serves individuals, corporations, financial institutions, and governments in more than 160 countries and jurisdictions, earning interest and fee income from lending, payments, trading, and advisory. Founded in 1812 and headquartered in New York, it trades on the NYSE under the ticker C.