Senior Data Engineer - Derivatives Trading Analytics Job Mississauga area,Ontario Canada,Software Development

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 + 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.

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

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.

------------------------------------------------------

Job Family Group:

Technology

------------------------------------------------------

Job Family:

Applications Development

------------------------------------------------------

Time Type:

Full time

------------------------------------------------------

Primary Location Full Time Salary Range:

$120, - $170,

------------------------------------------------------

Most Relevant Skills

Please see the requirements listed above.

------------------------------------------------------

Other Relevant Skills

For complementary skills, please see above and/or contact the recruiter.

------------------------------------------------------

Automated Processing and AI

We use automated processing, including artificial intelligence, for our legitimate business interests (or our reasonable and appropriate business purposes) to identify and align the candidate's skills and abilities with a specific job opening. Additionally, if you so choose, or consent, we can match your skills and abilities to other suitable roles at Citi.

Importantly, all our hiring processes and decisions, including determining your suitability for a role, are conducted, checked, and decided by individuals. Our automated processing and AI do not involve relying on automatic or autonomous decision-making. Please refer to any Jurisdictional Considerations, with specific provisions for your country (where relevant) for further details.

------------------------------------------------------