Senior Python ETL Developer

26 Nov 2024

Vacancy expired!

Direct Client Requirement

Position: Senior Python ETL Developer, Risk Engines Group

Location: Ne York, NY

Type: Full Time/Contract

Role: 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

  • ID: #23502040
  • State: New York New york city 10001 New york city USA
  • City: New york city
  • Salary: Depends on Experience
  • Job type: Permanent
  • Showed: 2021-11-26
  • Deadline: 2022-01-23
  • Category: Accounting/finance