I had a similar issue (IntelliJ did not recognise built-in functions like all), and found your question.
I was able to solve it myself though: you have to configure the Python SDK for your IntelliJ project. This is under File > Project Structure > Facets > Python. If the "Python interpreter" drop-down is empty, you can add one via the "..." button, which opens a "Configure SDKs" dialog.
Usually, this should list Java SDKs present on your machine, but you can also add a Python interpreter (or several), using the "+" button. You then navigate to your system's Python interpreter via a file menu (or pick a custom-installed interpreter).
After you have clicked "OK" in the dialog and in the preferences, built-in functions are recognised, and I checked that sys functions are auto-completed, too.
I would say this works out of the box for Pycharm because there having at least one Python interpreter declared in the project structure is a requirement, while in Idea with Python as a plugin it is not: having a Java SDK declared is the only requirement for a working project.