Senior/Lead Data Engineer - Capital Markets Risk

Job Description

Are you a technologist who has a hunger to dig deep and get involved in providing first-class solutions to real-world problems?

First Derivative, an EPAM company, is a global leader in consulting, business services and technology. We are the home for diverse thinkers and innovators. We know that our people are vital to our success and we are proud of the diverse and vibrant team we have built across the globe. With around 2000 employees globally, we are committed to hiring top talent, creating an environment where they can thrive, and recognizing and rewarding their dedication as they progress within the company.

Senior/Lead Data Engineer – Capital Markets Risk (Data Pipelines Orchestration)

We are seeking an exceptional Senior/Lead Data Engineer to join our FD Data team. The ideal candidate will be a seasoned data engineer/lead with extensive experience in designing, developing, and optimizing data pipelines and infrastructure in the capital markets risk domain.

Essential Requirements:

1. Experience in risk analytics, including market risk or credit risk.
2. Familiarity with risk technology and calculations, including VaR, Stress Testing, Sensitivities, and P&L Vectors.
3. Strong software development skills in Python or another common programming language (e.g., Java or Scala), with a focus on best practices: low-level design documentation, clean and well-documented code, and thorough testing.
4. Expertise in Apache Airflow, with demonstrated experience designing, implementing, and managing workflows, DAGs, and tasks. A deep understanding of Airflow\’s architecture, best practices, and troubleshooting capabilities is mandatory.
5. Proficiency in deploying and managing Cloud Database Services, with a preference for Snowflake.
6. Advanced skills in SQL and Python for data manipulation and analysis.
7. Experience implementing cloud-based solutions using modern cloud technologies (preferably AWS).
8. Familiarity with modern SDLC tooling, including Git, Bamboo, Jira, or similar.
9. Proven ability to implement and enforce data quality standards and practices.

Nice to have:

1. Good base of derivatives knowledge, pricing, risk management of structured products, options and more exotic derivatives.
2. Knowledge of additional data processing libraries and tools to enhance data engineering workflows.
3. Expertise in real-time data processing frameworks such as Apache Flink or Kafka Streams.
4. Experience building event-driven and/or streaming data services.

Soft Skills:

1. Strong analytical and problem-solving skills, with the ability to troubleshoot and resolve complex data-related issues effectively.
2. Excellent communication skills, with the ability to collaborate and share knowledge within a team environment.
3. Proactive, self-starter attitude with an entrepreneurial approach.
4. Ability to escalate and follow up on issues promptly and efficiently.

Joining the world’s largest Capital Markets dedicated consultancy, you will have the opportunity to gain exposure to a range of mission-critical projects, tech stacks, clients, and a company that prides itself on career development, variety, and flexibility.

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