1 day ago
Chennai, IndiaStaff+
Responsibilities
- Architect and build scalable data pipelines that ingest and process billions of trade-level Present Value calculations from stress engines.
- Develop and optimize large-scale Apache Spark aggregation jobs for high performance and efficiency.
- Design and deliver intelligent APIs for on-demand access to aggregated and non-aggregated risk data.
- Integrate Natural Language Processing capabilities for query-based data exploration and analytics.
- 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 understand analytical needs and deliver solutions.
- Lead technical projects and debug complex data and access issues.
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 big data technologies, particularly Apache Spark.
- Proven experience with high-performance OLAP databases such as Apache Pinot, Apache Druid, or Trino.
- A degree in a quantitative or technical field such as Computer Science, Financial Mathematics, or Financial Engineering.
- Strong knowledge of fundamental computer science concepts, including data structures and algorithms.
- Experience or strong interest in applying Natural Language Processing to data access and analytics.
- Experience in financial services and knowledge of market risk, derivatives, VaR, stress testing, and Present Value calculations are highly desirable.
- Ability to solve complex problems independently, lead technical projects, and communicate effectively with senior business and quantitative stakeholders.
Benefits
- Full-time position.
- Citi is an equal opportunity employer and provides reasonable accommodations for applicants with disabilities.
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.