Job Title: Counterparty Credit Risk (CCR) - Senior Data Integration Engineer
Location: New York City, NY
Duration: 6 Months
Interview Mode: In-person (mandatory)
Position Overview
We are seeking a Senior Data Integration Engineer with strong Counterparty Credit Risk (CCR) experience to lead the design, development, and optimization of enterprise data pipelines. This role is responsible for ensuring stable, scalable, and high-quality data integration across risk and exposure platforms, supporting critical analytics, reporting, and regulatory requirements.
Key Responsibilities
Data Engineering & Integration
- Design, develop, and optimize scalable data pipelines for counterparty, trade, collateral, and market data
- Build robust ETL/ELT processes for structured and semi-structured data across batch and streaming environments
- Integrate derivatives and trading data into CCR exposure and reporting platforms
Risk Data & Analytics Support
- Enable accurate and validated data for EPE, PFE,calculations, stress testing, and limit monitoring
- Partner with business analysts and risk teams to translate requirements into technical solutions
- Support regulatory reporting and head-office risk data requirements
Data Quality, Governance & Compliance
- Implement data quality checks, reconciliations, and monitoring frameworks
- Ensure completeness, accuracy, and timeliness of risk data
- Align data processes with regulatory standards (e.g., Basel guidelines)
Platform Optimization & Automation
- Identify opportunities for process improvement, automation, and operational efficiency
- Implement monitoring, alerting, and self-healing mechanisms for data pipelines
- Lead root cause analysis (RCA) and ensure permanent resolution of recurring issues
Collaboration & Leadership
- Work closely with global technology, risk, and operations teams
- Drive technical documentation, knowledge sharing, and best practices
- Lead strategic data initiatives, platform migrations, and transformation programs
Required Qualifications
- 10+ years of experience in Python and advanced SQL (data engineering focus)
- 5+ years in data engineering, data integration, or enterprise data management within financial services
- 3+ years supporting risk or exposure platforms in a senior/lead capacity
- 3+ years of hands-on experience with Databricks and PySpark
- Experience working in regulated environments with global/offshore teams
Technical & Domain Expertise
- Strong understanding of Counterparty Credit Risk concepts (EPE, PFE, netting, collateral, margin, stress testing)
- Experience with risk platforms and data tools (Python, PySpark, SQL, Snowflake, ETL tools, Power BI)
- Hands-on experience with Databricks (Medallion Architecture, Unity Catalog, workflows/orchestration)
- Exposure to Airflow/Astronomer or similar orchestration tools (preferred)
- Cloud experience (Azure, Data Lake, ADF, Kafka, Spark-based distributed systems)
- CI/CD pipeline implementation (Jenkins, GitLab CI, Azure DevOps)
- Familiarity with risk data governance, auditability, and regulatory expectations
Leadership & Soft Skills
- Strong problem-solving and analytical thinking skills
- Ability to manage multiple priorities in time-sensitive environments
- Excellent communication skills with both technical and non-technical stakeholders
- Proven ability to drive continuous improvement and operational excellence
- Experience working with global, cross-functional teams
- Strong presentation skills with ability to translate strategy into execution