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Tier-1 bank brand and metro location with broad skill requirements increase competition.
Heavy emphasis on market risk, derivatives, and FRTB makes cross-industry transfers difficult.
Mandatory 10+ years plus expert Spark, OLAP, and finance risk experience creates strict filters.
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Architect and build scalable data pipelines processing billions of trade-level Present Value calculations from risk engines like Historical VaR and FRTB Expected Shortfall.
Develop and optimize large-scale aggregation jobs using Apache Spark and design intelligent APIs for firm-wide data access and analytics.
Integrate NLP and OLAP technologies to enable interactive, fast drill-down analytical tools for senior Markets and Risk stakeholders.
10+ years programming experience with Python, Java, and/or Scala plus expert-level SQL.
Expert hands-on experience with Apache Spark and high-performance OLAP databases such as Apache Pinot, Apache Druid, or Trino.
Degree in a quantitative or technical field (e.g., Computer Science, Financial Mathematics, Financial Engineering).
Work Experience Required: Minimum 10+ years; Financial industry experience with market risk, derivatives, and risk calculations is highly desirable but not mandatory.
Experienced senior technologist comfortable designing and delivering large-scale, high-performance risk analytics platforms.
Strong background in data structures, algorithms, big data processing, and AI-first system development, with applied NLP for data access.
Able to collaborate effectively with senior front office, quantitative, and risk stakeholders to translate complex requirements into innovative technical solutions.