Market Risk Data Engineer

Introduction

We are looking for a skilled Market Risk Data Engineer to join our team. The primary focus of this role is to design, build, and optimize market risk data platforms and pipelines. The ideal candidate will have strong expertise in SQL, Python, Azure, and Databricks, and will be responsible for developing data solutions while ensuring production stability.

Responsibilities

• Design and implement scalable data pipelines and ETL/ELT workflows
• Develop and optimize complex SQL queries, stored procedures, and data models
• Build Python-based data processing and automation solutions
• Develop and manage Databricks (PySpark) jobs and workflows
• Work within Azure ecosystem (ADF, Azure SQL, Data Lake, etc.) for data integration and orchestration
• Implement and maintain job scheduling and orchestration frameworks
• Collaborate with business and risk teams to translate requirements into technical solutions
• Manage code using GitHub/Git and follow CI/CD best practices
• Improve system performance, scalability, and reliability through continuous optimization
• Provide limited support for incident troubleshooting and root cause analysis

Requirements

Required Skills:

• Strong expertise in SQL
• Strong experience with Python
• Experience with Databricks / PySpark
• Experience with Azure (ADF, Azure SQL, Data Lake)
• Solid understanding of ETL/ELT and data warehousing concepts
• Exposure to SSIS or similar ETL tools

Preferred Skills:

• Experience in Market Risk / Financial Services domain (VaR, PnL, Sensitivities)