Description

You will design and develop scalable solutions for acquiring, analyzing, and cleansing time series data within financial risk management systems.

Responsibilities

• Design and implement software for time series data acquisition, analysis, and cleansing.
• Lead engineers in the daily support and project-based development of risk management systems.
• Implement algorithms for time series analysis, trend detection, and anomaly detection.
• Mentor junior engineers and enforce high standards for code quality, testing, and maintainability.
• Enhance existing systems to improve performance and integrate new technologies for data access.

Required Skills

• 10+ years of IT experience with 5+ years in financial projects, preferably Market Risk.
• Expertise in Python and C# or Java, including automated testing.
• Strong SQL and database programming skills, preferably with MS SQL Server.
• Hands-on experience with ETL/ELT tools and Data Warehouse (DWH) concepts.
• Functional expertise in time series management, including curve fitting and volatility surfaces.
• Proficiency with Git, Jira, Confluence, and Jenkins.
• Strong testing and troubleshooting capabilities.

Preferred Skills

• Experience with Databricks Delta Lake, Delta Live Tables, PySpark, and Snowflake.
• Experience with Xenomorph Timescape EDM+ or other vendor time series management products.
• Hands-on experience with SSIS.

Key Skills

Education

Any Graduate