Senior Market Risk Analytics Engineer

Mandatory Skills Market RiskFRTB Apache Spark JavaPython SQL OLAP PinotDruidTrino

The Opportunity Are You Ready to Build the Future of Risk Analytics

Want to solve one of the most challenging big data problems in risk engineering today Are you excited by the idea of working directly with frontoffice and risk quants on massivescale 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 handson technologist to engineer the nextgeneration analytics platform for our Market Risk organization This isnt just another data job You will be the architect and builder of a highperformance 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 riskbased calculations You will take the raw tradelevel 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 farreaching You will build the data pipelines that handle immense volumes create intelligent APIs that democratize data access and leverage cuttingedge OLAP and NLP technologies to provide unparalleled drilldown and analytical capabilities You will be the goto 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 tradelevel PV calculations from various stress engines
• Develop and optimize largescale aggregation jobs using Apache Spark ensuring high performance and efficiency
• Design and deliver a suite of intelligent data APIs that provide flexible ondemand access to both aggregated and nonaggregated risk data for teams across the firm
• Integrate Natural Language Processing NLP capabilities to create intuitive querybased interfaces for data exploration lowering the barrier to entry for complex analytics
• Load and model massive aggregated datasets into highperformance 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 lightningfast drilldown 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 Were Looking For

• 15 years of professional experience with prior roles in the Capital Markets and Risk domains demonstrating deep expertise in risk aggregations and analytics while working directly with senior Markets and Risk quants
• 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
• Expertlevel handson experience with big data technologies particularly Apache Spark
• Proven experience with highperformance OLAP databases such as Apache Pinot Apache Druid or Trino
• Strong programming skills in Java andor Python and expertlevel SQL
• Strong background in fundamental computer science concepts including data structures and algorithms
• A mindset for AIfirst 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 problemsolving 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