The Opportunity: Are You Ready to Build the Future of Risk Analytics?
Want to solve one of the most challenging big data problems in finance today? Are you excited by the idea of working directly with front-office and risk quants on massive-scale analytics for critical regulations like FRTB? Do you want to tame billions of rows of complex financial data with Apache Spark and deliver insights to senior leaders in a fraction of a second?
Citi is looking for an elite, hands-on technologist to engineer the next-generation analytics platform for our Market Risk organization. This isn't just another data job. You will be the architect and builder of a high-performance system that ingests, processes, and serves petabytes of risk calculation data, making it instantly accessible and understandable to the entire firm.
Your Role and Impact
As a Senior Technologist, you will be at the heart of the action, designing the systems that power our most sophisticated risk-based calculations. You will take the raw, trade-level Present Value (PV) outputs from our Historical VaR and FRTB Expected Shortfall engines and transform them into a strategic data asset.
Your impact will be immediate and far-reaching. You will build the data pipelines that handle immense volumes, create intelligent APIs that democratize data access, and leverage cutting-edge OLAP and NLP technologies to provide unparalleled drill-down and analytical capabilities. You will be the go-to expert who empowers senior stakeholders in the Markets and Risk organizations to make faster, smarter decisions.
Key Responsibilities
• Architect and build robust, scalable data pipelines to ingest and process billions of trade-level PV calculations from various stress engines.
• Develop and optimize large-scale aggregation jobs using Apache Spark, ensuring high performance and efficiency.
• Design and deliver a suite of "intelligent data APIs" that provide flexible, on-demand access to both aggregated and non-aggregated risk data for teams across the firm.
• Integrate Natural Language Processing (NLP) capabilities to create intuitive, query-based interfaces for data exploration, lowering the barrier to entry for complex analytics.
• Load and model massive aggregated datasets into high-performance OLAP engines like Apache Pinot, Apache Druid, and Trino.
• Build powerful, interactive analytical tools and dashboards on top of the OLAP layer, providing summary views and lightning-fast drill-down capabilities.
• Partner directly with senior stakeholders in the Front Office, Quantitative teams, and Risk Management to understand their analytical needs and deliver innovative solutions.
What We're Looking For
• 8 -12 years of experience Strong programming skills in Python, Java and/or Scala, and expert-level SQL.
• A true passion for data, analytics, and solving complex problems at massive scale.
• A degree in a quantitative or technical field such as Computer Science, Financial Mathematics, or Financial Engineering.
• 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.
• Strong background in fundamental computer science concepts, including data structures and algorithms.
• A mindset for 'AI-first' development, constantly looking for ways to embed intelligence into systems.
• Experience or a strong interest in applying Natural Language Processing (NLP) to data access and analytics.
• A knack for solving 'needle in a haystack' problems, with a talent for debugging complex data and access issues.
• Experience in the financial industry with an understanding of market risk, derivatives, and risk calculations (VaR, Stress Testing, PV) is highly desirable.
• Exceptional problem-solving skills and the ability to work independently and lead technical projects.
• Excellent communication skills, with the confidence to collaborate with senior business and quantitative stakeholders.
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Job Family Group: Technology------------------------------------------------------
Job Family:Applications Development------------------------------------------------------
Time Type:Full time------------------------------------------------------
Most Relevant Skills Please see the requirements listed above.------------------------------------------------------
Other Relevant Skills For complementary skills, please see above and/or contact the recruiter.------------------------------------------------------
Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.
If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi.
View Citi’s EEO Policy Statement and the Know Your Rights poster.
Skills Required
- 8–12 years of professional experience
- Strong programming skills in Python, Java, and/or Scala
- Expert-level SQL skills
- Degree in a quantitative or technical field, such as Computer Science, Financial Mathematics, or Financial Engineering
- Expert-level hands-on experience with big data technologies, particularly Apache Spark
- Experience with high-performance OLAP databases such as Apache Pinot, Apache Druid, or Trino
- Strong foundation in data structures and algorithms
- Experience or strong interest in applying Natural Language Processing to data access and analytics
- Financial industry experience and understanding of market risk, derivatives, VaR, stress testing, and PV calculations
- Exceptional problem-solving skills and ability to work independently and lead technical projects
- Excellent communication skills and ability to collaborate with senior business and quantitative stakeholders
Citi Compensation & Benefits Highlights
The following summarizes recurring compensation and benefits themes identified from responses generated by popular LLMs to common candidate questions about Citi and has not been reviewed or approved by Citi.
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Healthcare Strength — Benefits coverage is positioned as comprehensive, including health, dental, and vision insurance plus on-site clinics, prescription drug support, and disability coverage. Family-building support such as fertility assistance is described as a notable differentiator within the overall package.
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Retirement Support — Retirement benefits are framed as strong, highlighted by a 401(k) with matching and additional plan options like a Roth 401(k). Financial support is reinforced through discounts and broader financial guidance resources tied to the benefits ecosystem.
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Wellbeing & Lifestyle Benefits — Wellbeing support extends beyond insurance through programs like an Employee Assistance Program, counseling/legal resources, and gym or wellness reimbursement. These offerings increase the perceived total rewards value even when cash compensation sentiment varies by role.
Citi Insights
What We Do
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 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.
