Hands-on Technologist, Massive Scale Risk Analytics - Vice President

Citigroup Inc.; City of Westminster; On-site; GBP 110,000 - 140,000; Full time

Job summary

Citigroup Inc. is seeking a senior technologist to architect and build a scalable analytics platform for market risk. You will transform raw PV outputs from risk engines into a strategic data asset and enable fast, on-demand access for senior stakeholders.

You will design data pipelines handling petabytes of data, create intelligent APIs, and leverage OLAP and NLP tech to deliver deep drill-down analytics. Join Citi to work on massive-scale finance data and impactful insights.

Qualifications

• Degree in a quantitative or technical field (CS/Financial Maths/Engineering).
• Expert-level experience with big data tech, particularly Apache Spark.
• Strong programming in Python, Java and/or Scala with expert-level SQL.
• Solid CS fundamentals: data structures and algorithms.
• Experience with high-performance OLAP databases (Pinot/Druid/Trino).
• Interest or experience applying NLP to data access and analytics.
• Ability to lead technical projects and communicate with senior stakeholders.

Responsibilities

• Architect and build scalable data pipelines ingesting billions of PV-like risk calculations.
• Develop and optimize large-scale Spark jobs for risk analytics.
• Design intelligent data APIs for aggregated and non-aggregated risk data.
• Integrate NLP to enable intuitive, query-based data exploration.
• Load data into OLAP engines (Pinot, Druid, Trino) and build interactive dashboards.
• Collaborate with Front Office, Quant and Risk teams to deliver innovative solutions.

Skills

Big data expert

Python

Java/Scala

SQL

CS fundamentals

NLP for data access

lead technical projects

stakeholder communication

Education

Computer Science / Financial Mathematics / Financial Engineering degree

Tools

Apache Spark

Apache Pinot

Apache Druid

Trino

Job description

• 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.

  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.

  Working at Citi is far more than just a job. A career with us means joining a team of approximately 219,000 dedicated people from around the globe. At Citi, you'll have the opportunity to grow your career, give back to your community and make a real impact., 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.