Citi

Commodities Index Senior Developer

Citi  •  State of Mahārāshtra, IN (Onsite)  •  3 hours ago
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Job Description

We are seeking a talented and motivated Developer to join our dynamic Commodities Index Technology Team.

In this role, you will be responsible for the design, development, and maintenance of the software and infrastructure that powers our suite of proprietary and benchmark commodities indices.

You will work closely with quantitative researchers, traders, and index managers to implement new index methodologies, ensure data integrity, and optimize our calculation engines for performance and accuracy.

This is a critical role that combines expertise in software engineering with a deep understanding of financial markets, specifically in the commodities space.

You will be responsible for green field index re-engineering projects as well as managing and maintaining existing index platforms.

Key Responsibilities

  • System Development:

Design, build, test, and deploy robust and scalable software for the calculation, publication, and analysis of commodity indices.

  • Methodology Implementation:

Collaborate with quantitative analysts to translate complex index rules and methodologies (including weighting, rebalancing, and corporate actions) into high-quality, production-ready code.

  • Data Integration & Management:

Develop and maintain data pipelines to source, validate, and process commodity price data from various vendors and exchanges (e.g., Bloomberg, Refinitiv, CME, ICE).

  • Back-testing & Analytics:

Create and enhance tools for the historical back-testing of index strategies, performance attribution, and risk analysis.

  • Performance Optimization:

Profile and optimize the index calculation engine and data processing workflows to ensure low latency and high throughput.

  • Production Support:

Provide ongoing support for the index platform, troubleshoot production issues, and ensure the accuracy and timeliness of all index calculations and data distributions.

  • Documentation:

Maintain comprehensive documentation for the index methodologies, system architecture, and operational procedures.

  • Stakeholder Collaboration:

Work effectively with cross-functional teams, including research, trading, operations, and technology infrastructure.

Required Qualifications

  • Education:

Bachelor’s or master’s degree in computer science, Engineering, Mathematics, Physics, or a related quantitative field.

  • Programming Proficiency:

3+ years of strong, hands-on development experience in an object-oriented language such as Python, C++, or Java.

  • Data & Algorithms:

Solid foundation in data structures, algorithms, and software design principles.

  • Database Skills:

Proficiency in SQL and experience with relational databases (e.g., PostgreSQL, SQL Server).

  • Financial Acumen:

A strong interest in financial markets and a foundational understanding of financial instruments.

  • Problem-Solving:

Excellent analytical and problem-solving skills with a keen attention to detail.

  • Communication:

Strong verbal and written communication skills, with the ability to articulate complex technical concepts to non-technical stakeholders.

Preferred Qualifications

  • Domain Expertise: Prior experience working directly with commodities (Energy, Metals, Agriculture), financial indices, futures, and/or other derivatives.
  • Quantitative Libraries: Hands-on experience with numerical and data analysis libraries in Python (e.g., Pandas).
  • Cloud & DevOps: Familiarity with cloud computing platforms and CI/CD practices.

Job Family Group:

Technology

Job Family:

Applications Development

Time Type:

Full time

Most Relevant Skills

Please see the requirements listed above.

Other Relevant Skills

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

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.

If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi.

View Citi’s EEO Policy Statement and the Know Your Rights poster.

Citi

About Citi

Citi's mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress. Our core activities are safeguarding assets, lending money, making payments and accessing the capital markets on behalf of our clients. We have over 200 years of experience helping our clients meet the world's toughest challenges and embrace its greatest opportunities. We are Citi, the global bank – an institution connecting millions of people across hundreds of countries and cities.

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Industry
Finance & Insurance
Company Size
10,000+ employees
Headquarters
New York, New York
Year Founded
1812
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