Senior Java Developer - Vice President

Overview

Build the next-generation analytics platform for Citi's Market Risk organization. Transform trade-level Present Value outputs from Historical VaR and FRTB Expected Shortfall engines into a strategic data asset for large-scale risk analytics.

What you'll do

• 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 intelligent data APIs providing flexible, on-demand access to aggregated and non-aggregated risk data for teams across the firm.
• Integrate Natural Language Processing capabilities to create query-based interfaces for data exploration.
• Load and model massive aggregated datasets into high-performance OLAP engines such as Apache Pinot, Apache Druid, and Trino.
• Build interactive analytical tools and dashboards on top of the OLAP layer, providing summary views and drill-down capabilities.
• Partner with senior stakeholders in the Front Office, Quantitative teams, and Risk Management to understand analytical needs and deliver solutions.

What you'll need

• 10+ years of experience with strong programming skills in Python, Java and/or Scala, and expert-level SQL.
• 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.
• A 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 to data access and analytics.
• A knack for solving needle-in-a-haystack problems, with a talent for debugging complex data and access issues.
• 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.

Nice to have

• Experience in the financial industry with an understanding of market risk, derivatives, and risk calculations including VaR, Stress Testing, and PV.

Details

• Location: Chennai, Tamil Nadu, India.
• Employment type: Full time.