2 months 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 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.