Senior Data Engineer - Derivatives Trading Analytics

Citi; New York (NY); Hybrid; USD 120,000 - 160,000; Full time

Job summary

Citi is looking for a Senior Data Engineer to join their Equities Technology team in New York. You will develop a best-in-class data and analytics platform for the Equity Derivatives Markets, collaborating with high-level engineers and business partners to drive innovative solutions.

Ideal candidates have 6-10 years of experience in Python data engineering, with a solid understanding of financial products and modern engineering practices. A Bachelor's degree in a related field is required, with a Master’s preferred.

Qualifications

• 6-10 years of relevant strong experience with Python data engineering stack.
• Experience with high-performance data stores and query engines.
• Demonstrable experience with AI-native solutions.

Responsibilities

• Build a data platform using a modern data engineering stack.
• Create data pipelines for market data and analytics.
• Partner closely with traders and quants.

Skills

Python data engineering stack

Docker

High-performance data stores

Data pipelines

Education

Bachelor's degree in Computer Science or related field

Master's degree preferred

Tools

Polars

FastAPI

Airflow

Trino

KDB

Job description

Senior Data Engineer - Derivatives Trading Analytics

Job Req Id: 26956239

Location(s): Mississauga, Ontario, Canada

Job Type: Hybrid

Posted: May. 01, 2026

Job Overview

Equities Technology at Citi is undertaking a bold, multi‑year transformation to build a best‑in‑class global platform across execution, prime, clearing and cross‑product margining. We are re‑engineering our technology estate to achieve world‑leading performance and resiliency, enabling new capabilities in advanced execution, global market connectivity, and modernised post‑trade, clearing and margin processes. Our ambition is to deliver a seamlessly integrated, highly automated platform that drives outstanding client outcomes and accelerates growth across our global franchise. As part of the team, you’ll collaborate closely with high‑calibre engineers and deeply engaged business and product partners - working together to define and deliver the next generation of Equities technology at Citi.

Our front office quantitative development team in Citi is seeking a collaborative, hands‑on Senior Data Engineer to work on a best‑in‑class data and analytics platform - building and distributing analytics to the Equity Derivatives Markets business.

What you will do

• Build our data platform using a modern data engineering stack.
• Create data pipelines and services for market data, trade data, and derived analytics, to power tools for trade idea generation, volatility analysis, flow analysis, basket/index analytics and more.
• Partner closely with traders and quants to productionize data and analytical workflows.

Recommended Qualifications

• 6-10 years of relevant strong experience with the Python data engineering stack, including Polars, open table formats, FastAPI, and Airflow.
• Experience with high-performance data stores and query engines such as Trino and KDB.
• Experience working with Docker or similar container orchestration technologies.
• Experience with financial products such as equities, options, and futures.
• Demonstrable experience with agentic frameworks for software development and AI-native solutions using context‑engineering techniques.
• Deep understanding of system architecture, data flows, and distributed systems.
• A degree in a computer science, engineering, mathematical or other related discipline.

Skills that will help you in the role

• Experience in setting up catalog services.
• Curiosity to learn and explore technologies in Data Engineering landscape.
• Exposure to modern engineering practices using AI —leveraging AI‑assisted tooling to accelerate development, experimentation, and problem solving while maintaining engineering rigor.

Education

• Bachelor’s degree/University degree or equivalent experience.
• Master’s degree preferred.

This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.

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.