Senior Data Engineer with Credit Risk

About

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.