Senior Data Architect / Application Engineer

About the Role

We are seeking a highly skilled Senior Data Architect / Application Engineer to join our team. In this role, you will be responsible for designing, implementing, and maintaining data platforms and application infrastructure. You will play a key role in driving innovative data solutions while ensuring platform reliability, security, and performance.

Location: New York City, NY (Hybrid – 3 days onsite)

Interview Process: In-person interview required in NYC.

Work Authorization: Only W2 candidates will be considered. C2C is allowed only if the candidate is a US Citizen or Green Card holder with their own corporation.

Key Responsibilities

• Lead architecture and technical design discussions using industry best practices and modern technologies.
• Support production operations and resolve complex issues within the Credit Risk application platform.
• Design and implement batch and ad-hoc data pipelines using Medallion Lakehouse architecture on modern cloud platforms, primarily Databricks.
• Build and maintain data ingestion pipelines from upstream systems into object storage (e.g., S3, ADLS) using formats like Parquet, including partitioning, z-ordering, and schema evolution.
• Integrate with external XVA / risk engines and develop orchestration logic for long-running computations.
• Model and optimize risk metrics such as EPE and PFE for efficient querying and analytics.
• Ensure platform reliability, security, observability, and auditability, including IAM roles, authentication mechanisms, and encryption.
• Contribute to API design for internal and external consumers, including versioning, documentation, error handling, and SLAs.

Required Qualifications

General

• 12–15 years of experience as an application developer or data engineer.
• Strong communication and collaboration skills.
• Experience working in Agile environments.
• Ability to design and document technical architectures and system designs.
• Proactive and self-driven team player with strong analytical skills.

Technical Skills (Mandatory)

• Python (expert level) including PySpark / Spark for data engineering.
• Azure Databricks with experience implementing Medallion Lakehouse Architecture.
• Strong SQL expertise including joins, unions, stored procedures, and query optimization.
• REST API development using frameworks such as Django, Flask, or FastAPI.
• Experience with CI/CD pipelines using Git, Jenkins, and Azure DevOps.
• Experience building data ingestion and transformation pipelines.
• Cloud platform certification such as AWS Certified Cloud Practitioner or equivalent.

Domain Requirement

• Strong experience in Credit Risk and Counterparty Risk within the financial services or capital markets domain.

Preferred Qualifications

• Advanced degree in Finance, Computer Science, or related field.
• Experience with risk modeling and financial analytics.
• Knowledge of deployment, operational support, and monitoring tools.
• Exposure to technical architecture design and system documentation.