Senior Hands-on Technologist, Massive Scale Risk Analytics - Vice President
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Description
**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** + 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 programming skills in **Python, Java** and/or **Scala** , and expert-level **SQL** . + 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. ------------------------------------------------------ **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 (https://www.citigroup.com/citi/accessibility/application-accessibility.htm)_ _._ _View Citi's_ _EEO Policy Statement (https://www.citigroup.com/global/eeo-aa-policy)_ _and the_ _Know Your Rights (https://www.eeoc.gov/sites/default/files/2023-06/22-088\_EEOC\_KnowYourRights6.12ScreenRdr.pdf)_ _poster._ Citi is an equal opportunity and affirmative action employer. Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.