Overview
Skills
Job Details
Key skills: SQL Server, SSIS, DataBricks, Market Risk (understand how to read VaR and PnL calculations)
Location is New York City 2-3 days/week
CONTRACT TO HIRE
USC
Local candidates strongly preferred, interview will be f-f for final round (after 2-3 video rounds)
This is for a foreign bank
Market Risk Production Support Developer
Job Description:
This position requires a BA/BS in computer science/engineering, or data science/engineering, along with 5+ years of experience in IT system development and support. The role is primarily focused on Production Support (70%), with Development and bug fixing responsibilities (30%), for a Risk Technology Platform that supports large-scale batch processing in a financial environment.
Key Responsibilities and Requirements:
- Provide day-to-day production support, including monitoring, issue investigation, incident resolution, and root cause analysis for critical batch processes and applications.
- Work on enhancements, bug fixes, and small development tasks to improve system performance, reliability, and maintainability.
- Strong expertise in Microsoft SQL Server, including writing and optimizing complex queries, stored procedures, and functions for large batch jobs.
- Current ETL processes are built using SSIS (C#/.NET), with an ongoing migration to Databricks and Python familiarity with both legacy and modern tools is essential.
- Solid Python skills with experience using NumPy and Pandas for data processing and transformation.
- Familiarity with Tidal (or equivalent job schedulers) for managing batch workflows.
- Experience using Jira and exposure to other monitoring or ticketing systems for issue tracking and coordination.
- Good understanding of Market Risk concepts, including the ability to interpret VaR (Value at Risk) and PnL (Profit and Loss) calculations.
- Experience with Fixed Income and Securitization products is a plus.