Senior Quantitative Developer - Market Data Management Team, SVP

Senior Quantitative Developer - Market Data Management Team, SVP

Citi is an American multinational investment bank and financial services corporation headquartered in New York City, NY.

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Job Description

Market Data Management (MDM) team within Finance CRO Risk Management is responsible for Data Governance, Target State Operating model, and Historical Data Platform to provision financial, macro-economic and consensus data for risk models usage across market risk, credit risk, treasury risk, scenario design and expansion processes to meet risk management requirements and regulatory expectations.

Financial markets are constantly evolving around the globe where handling of large daily volumes of data requires infrastructure and advance technology. MDM team will partner with Risk Technology and Risk Modeling Analytics teams to design, implement, and optimize the market data management process using Big Data Enterprise Analytics Platform (EAP) technology for data ingestion, data processing, data integration, data lake storage and data analytics.

Senior Quantitative Developer will lead the effort to:

  • Develop an automated system for historical market data management and corresponding python library.

  • Develop and enhance quantitative methods for measuring and analyzing quality of historical market data which are used by various models across all Risk Modeling Analytics and Enterprise Scenario groups’ teams.

  • Define market data sources and develop data quality control and enhancement logic based on quantitative methods.

Senior Quantitative Developer responsibilities include:

  • Designing and developing advanced analytics solutions that are scalable for Big Data sets.

  • Integrating with cloud infrastructure provider (EAP) to tackle storage and improve computation speed across large datasets.

  • Delivering a solution and technology to automation data quality check, remediation, and delivering to data consumers, starting from prototype testing and proof of concept.

Experience / Competencies:

  • Minimum Master’s degree in Computer Science, Mathematics, Statistics or equivalent quantitative field.

  • Demonstrated and proven experience in data engineering or statistical analysis of time series or quantitative risk analysis, preferably in financial service industry.

  • Proficiency with one or more programming languages (e.g. Python, R, C++, SQL).

  • Experience with Distributed Computing, Natural Language Processing, Machine Learning, Platform Development, Networking, System Design.

  • At least basic knowledge about properties and pricing of traded financial instruments and their derivatives.

  • Consistently demonstrates clear and concise written and verbal communication skills.

  • Have a “Can Do” attitude and adaptable in a fast-paced environment.

  • Self-motivated and detail oriented.


Job Family Group:

Risk Management


Job Family:

Risk Analytics, Modeling, and Validation


Time Type:

Full time


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Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

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