Senior Commodities Index Engineer - Hybrid Pune

Citi; New York (NY); Hybrid; USD 13,000 - 22,000; Full time

Job summary

Citi in Pune, India, seeks a Commodities Index Senior Developer to design, build, and maintain software powering commodity indices. You will work with quants, traders, and index managers to implement index methodologies and optimize performance and accuracy.

The role combines software engineering with financial markets insight, focusing on end-to-end index calculation, data pipelines, back-testing, and production support across index platforms in a hybrid work environment.

Qualifications

• Bachelor's or master's degree in Computer Science, Engineering, Mathematics, Physics, or a related quantitative field.
• 3+ years of hands-on development in Python, C++, or Java.
• Solid foundation in data structures, algorithms, and software design principles.
• Proficiency in SQL and experience with relational databases (PostgreSQL, SQL Server).
• Strong interest in financial markets and understanding of financial instruments.
• Excellent analytical and problem-solving skills with attention to detail.
• Strong verbal and written communication skills to explain complex concepts.

Responsibilities

• System Development: Design, build, test, and deploy software for index calculation, publication, and analysis.
• Methodology Implementation: Translate index rules into production-ready code with cross-functional teams.
• Data Integration: Develop data pipelines to source and validate price data from vendors/exchanges.
• Back-testing & Analytics: Build tools for back-testing, attribution, and risk analysis.
• Performance Optimization: Profile and optimize the index engine for low latency and high throughput.
• Production Support: Maintain index platform and troubleshoot production issues.

Skills

Python

C++

Java

Education

Bachelor's/Master's in CS/Engineering/Math/Physics

Tools

SQL

PostgreSQL

SQL Server

Pandas

Job description

Citi in Pune, India, seeks a Commodities Index Senior Developer to design, build, and maintain software powering commodity indices. You will work with quants, traders, and index managers to implement index methodologies and optimize performance and accuracy.

The role combines software engineering with financial markets insight, focusing on end-to-end index calculation, data pipelines, back-testing, and production support across index platforms in a hybrid work environment.