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.
- Ensure platform reliability observability security (IAM roles OIDC/Bearer token authentication encryption) and auditability.
- 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.
- Ensure platform reliability observability security (IAM roles OIDC/Bearer token authentication encryption) and auditability.
- 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
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