Description

You own the development and maintenance of risk data pipelines, analytics, and reporting for Market Risk and Credit Risk teams.

This role is hybrid.

Responsibilities

• Develop and maintain risk data pipelines, analytics, and reporting using SQL and Python.
• Support daily, weekly, and monthly risk reporting, ensuring accuracy and timeliness.
• Validate and troubleshoot risk metric calculations, integrating market and pricing input data.
• Enhance data quality controls and reporting transparency by driving process improvements and automation.
• Collaborate across Risk, Front Office, and global technology teams.

Required Skills

• 5+ years of technology experience supporting Market Risk, Credit Risk, or trading/risk data environments.
• Expertise in SQL (including Snowflake and SQL Server) and Python for data engineering and analytics.
• Strong knowledge of risk metrics such as DV01, VaR, stress testing, and scenario analysis.
• Proven experience with ETL, reconciliation, and data validation processes.
• Experience with fixed income, derivatives, structured products, and loan portfolios risk analytics.
• Familiarity with Cloud Platforms, specifically Azure or Snowflake.
• Demonstrated ability to interface with Risk, Front Office, and Quant teams.

Preferred Skills

• Experience with risk/market data platforms and pricing engines.
• Understanding of regulatory frameworks for credit and market risk.

Key Skills

Education

Bachelor’s degree