Market Risk Data Analytics Lead - VP

Seeking a number of Pyspark Developers with experience in big data processing, Python and Apache spark particularly within finance domain. Candidates should have experience working with financial instruments, market risk and large scale distributed computing systems.

This role involves developing and optimizing data pipelines for risk calculations, trade analytics and regulatory reporting.

Key responsibilities

• Develop and optimize scalable PySpark-based data pipelines for processing and analyzing large scale financial data
• Design and implement distributed computing solutions for risk modeling , pricing  and regulatory compliance
• Ensure efficient data storage and retrieval using Big Data
• Implement best practices for spark performance tuning including partition, caching and memory management
• Maintain high code quality through testing , CI/CD pipelines and version control (Git, Jenkins)
• Work on batch processing frameworks for Market risk analytics

Qualifications and Skills

• Experience in PySpark and Big data frameworks
• Proficiency in Python and Pyspark with knowledge of core spark concepts (RDDs, Dataframes, Spark Streaming, etc)
• Experience working in financial markets, risk management and financial instruments
• Familiarity with market risk concepts including VaR, Greeks, scenario analysis and stress testing
• Hands on experience with Hadoop, Spark
• Proficiency on Git, Jenkins and CI/CD pipelines
• Excellent problem solving skills and strong mathematical and analytical mindset
• Ability to work in a fast paced financial environment

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