2 months ago
Pune, IndiaStaff+
Responsibilities
- Architect and build scalable data pipelines that ingest and process billions of trade-level PV calculations.
- Develop and optimize large-scale Apache Spark aggregation jobs.
- Design and deliver APIs for aggregated and non-aggregated risk data access.
- Integrate NLP capabilities for query-based data exploration and analytics.
- Load and model large datasets in Apache Pinot, Apache Druid, and Trino.
- Build interactive analytical tools and dashboards with summary and drill-down views.
- Collaborate with front-office, quantitative, and risk management stakeholders.
- Lead technical projects and resolve complex data and access issues.
Requirements
- 10+ years of experience with strong Python, Java, and/or Scala programming skills and expert-level SQL.
- A degree in a quantitative or technical field such as Computer Science, Financial Mathematics, or Financial Engineering.
- Expert 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.
- Highly desirable experience in financial services, market risk, derivatives, and risk calculations such as VaR, stress testing, and PV.
- Ability to solve complex problems independently, lead technical projects, and communicate 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.