Direct Client RequirementPosition: Senior Python ETL Developer, Risk Engines GroupLocation: Ne York, NYType: Full Time/ContractRole: Primary responsibility will be in the design, development, and support of Lynx. Lynx is the ETL layer in the Client's Market Risk Platform. Its purpose is to source trade, risk, and reference data from different platforms, blend, augment and enrich this data, and then generate different model specific outputs for other Market Risk components, such as risk calculation and aggregation engines to consume.
Job Responsibilities:
Expand Lynx code to support new Market Risk models and evolving Basel standards thus ensuring new risk calculation engines are adequately supported
Write code to ingest data into Lynx from our Dremio data lake, REST services, and SQL databases
Created APIs to allow Lynx to be used as a service and allow other components to use it as a source of data
Designed and optimize Lynx to handle large amounts of data through distributed multi-processing strategies
Aid in the refactoring of Lynx to run on AWS
Must become familiar enough with Lynx to be able to provide development team support for production issues
Desired Skills:
BS/MS in Computer Science, Engineering, or related field. MS preferred.
Experience working in the financial industry with knowledge of Financial Products (FI, Equities, and Derivatives), Market Risk, VaR, PnL
Current extensive Python experience (5+ years) working with complex language constructs and libraries such as Panda/Numpy. Working with Python in a multi-process distributed environment is a plus.
Recent Java experience (5+ years). Knowledge of JDBC, JMS, Spring framework
Experience with Python and Java in distributed Service Oriented architectures
Knowledge of general multi-threading/multi-processing constructs
Experience with Messaging technologies and products such as JMS, Tibco, Solace
Knowledge of Linux, shell scripting
Ability to optimize and generate complex queries using SQL
Experience with AWS Technologies
Ability to troubleshoot and fix issues in a timely manner