15 days ago
Pune, IndiaStaff+
Responsibilities
- Architect and build robust, scalable pipelines for ingesting and processing billions of trade-level risk calculations.
- Develop and optimize large-scale Apache Spark aggregation jobs.
- Design and deliver APIs providing on-demand access to aggregated and non-aggregated risk data.
- Integrate NLP capabilities for query-based data exploration and analytics.
- Load and model datasets in Apache Pinot, Apache Druid, and Trino.
- Build interactive analytical tools and dashboards with summary and drill-down capabilities.
- Partner with Front Office, Quantitative, and Risk Management stakeholders to deliver analytics solutions.
Requirements
- 10+ years of experience with strong programming skills in Python, Java and/or Scala and expert-level SQL.
- Expert-level hands-on experience with Apache Spark and proven experience with Apache Pinot, Apache Druid, or Trino.
- Degree in a quantitative or technical field such as Computer Science, Financial Mathematics, or Financial Engineering.
- Strong knowledge of computer science fundamentals, including data structures and algorithms.
- Experience or strong interest in applying NLP to data access and analytics.
- Financial industry experience with market risk, derivatives, VaR, stress testing, and risk calculations is highly desirable.
- Ability to solve complex data and access issues, work independently, and lead technical projects.
- Excellent communication skills and ability to collaborate with senior business and quantitative stakeholders.
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.