Job Location: New York NY (Need Onsite day 1 hybrid 3 days from office). Job duration: Full Time
Our challenge
We are seeking a highly skilled and experienced Application Engineer and Data Architect to join our dynamic Team. As a senior member of the team candidate will play a critical role in designing implementing and maintaining the application infrastructure. Candidate expertise will help drive innovative data solutions and ensure platform reliability security and performance.
Responsibilities:
Lead architecture and technical design discussions considering industry-standard technologies and best practices.
Support production operations and resolve complex production issues as a senior developer within the Credit Risk application team.
Design and implement batch and ad-hoc data pipelines based on Medallion Lakehouse architecture using modern cloud data engineering patterns primarily in Databricks.
Build and maintain data ingestion flows from upstream systems into object storage (e.g. S3 ADLS) using formats like Parquet including advanced features such as partitioning z-ordering and schema evolution.
Integrate with external XVA/risk engines and implement orchestration logic to manage long-running external computations.
Model and optimize risk measures (e.g. EPE PFE) for efficient querying and consumption by BI tools notebooks and downstream applications.
Contribute to API design for internal and external customers focusing on versioning error handling and SLAs with proper documentation.
Requirements:
12-15 years of work experience as an application developer.
AWS Certified Cloud Practitioner (or an equivalent cloud certification; Level to be confirmed).
Proficiency in REST API development using frameworks such as Django Flask FastAPI or similar.
Strong domain expertise in Credit Risk and Counterparty Risk.
Expert-level proficiency in Python including experience with PySpark/Spark for data engineering and analytics.
Hands-on experience with Azure Databricks including Medallion Lakehouse Architecture.
Solid understanding of SQL including joins unions stored procedures and query optimization.
Familiarity with front-end and back-end development (experience is a plus).
In-depth knowledge of CI/CD pipelines utilizing Git Jenkins and Azure DevOps.
Exposure to technical architecture design (preferred).
Experience in creating product specifications architecture diagrams and design documents.
Proven experience working in an Agile environment using tools like JIRA Confluence and Zephyr.
Strong communication skills to clearly articulate complex ideas.
Collaborative team player with a proactive self-starter attitude.
Demonstrated ability to quickly learn new technologies.
Passion for coding development and continuous improvement.
Preferred but not required:
Advanced degree in Finance Computer Science or related discipline.
Experience with risk modeling and financial analytics.
Knowledge of deployment operational support and monitoring tools
Job Title: Senior Data Engineer with Credit Risk Job Location: New York NY (Need Onsite day 1 hybrid 3 days from office). Job duration: Full Time Our challenge We are seeking a highly skilled and experienced Application Engineer and Data Architect to join our dynamic Team. As a senior member of...
Job Title: Senior Data Engineer with Credit Risk
Job Location: New York NY (Need Onsite day 1 hybrid 3 days from office). Job duration: Full Time
Our challenge
We are seeking a highly skilled and experienced Application Engineer and Data Architect to join our dynamic Team. As a senior member of the team candidate will play a critical role in designing implementing and maintaining the application infrastructure. Candidate expertise will help drive innovative data solutions and ensure platform reliability security and performance.
Responsibilities:
Lead architecture and technical design discussions considering industry-standard technologies and best practices.
Support production operations and resolve complex production issues as a senior developer within the Credit Risk application team.
Design and implement batch and ad-hoc data pipelines based on Medallion Lakehouse architecture using modern cloud data engineering patterns primarily in Databricks.
Build and maintain data ingestion flows from upstream systems into object storage (e.g. S3 ADLS) using formats like Parquet including advanced features such as partitioning z-ordering and schema evolution.
Integrate with external XVA/risk engines and implement orchestration logic to manage long-running external computations.
Model and optimize risk measures (e.g. EPE PFE) for efficient querying and consumption by BI tools notebooks and downstream applications.