Senior Data Engineer - Derivatives Trading Analytics

Citi • Mississauga, ON

3d • Onsite

About The Position

Equities Technology at Citi is undergoing a significant transformation to establish a premier global platform for execution, prime, clearing, and cross-product margining. This initiative involves re-engineering the technology infrastructure to achieve superior performance and resilience, enabling advanced execution capabilities, global market connectivity, and modernized post-trade, clearing, and margin processes. The goal is to create an integrated, automated platform that enhances client outcomes and drives growth. The front office quantitative development team within Citi is seeking a collaborative Senior Data Engineer to contribute to a leading data and analytics platform, focusing on building and distributing analytics for the Equity Derivatives Markets business.

Requirements

• 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 orchestrations 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.

Nice To Haves

• 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.
• Master’s degree preferred.

Responsibilities

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

Benefits

• Competitive salary range
• Equal opportunity employer status
• Consideration for candidates without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.

What This Job Offers

• Job Type: Full-time
• Career Level: Senior