Databricks Technical Analyst – Basel IV SA‑CCR

📋 Description

• Take ownership of and enhance the comprehensive SA‑CCR architecture framework, which includes RC, PFE, EAD, netting sets, CSA/collateral recognition, and governance of supervisory parameters.

• Create and execute scalable designs utilizing Delta Lake, Unity Catalog, and Databricks Workflows, ensuring lineage, RBAC, versioning, and long-term sustainability.

• Direct the Spark / PySpark computation strategy for extensive derivatives portfolios, maximizing scenario throughput and computational effectiveness.

• Transition batch-based exposure calculations towards intraday recalculations, stress testing, and what-if analyses.

• Develop secure architectures that encompass entitlements, PII protection, legal-entity segregation, and regulator-ready audit evidence through versioned Delta tables and lineage tracking.

• Create architectures that facilitate AI-assisted recalculation and scenario testing.

• Integrate AI components within governed frameworks, ensuring lineage and RBAC based on Unity Catalog, as well as Delta Lake version control for reproducible executions.

⛳️ Requirements

• Demonstrated experience in designing SA‑CCR architecture frameworks (RC, PFE, EAD).

• Extensive hands-on knowledge of Databricks, particularly Delta Lake, Unity Catalog, and Workflows.

• Strong engineering background in Spark / PySpark for high-volume risk calculations.

• Experience in delivering regulatory-compliant architectures for counterparty credit risk or derivatives portfolios.

• Profound understanding of data governance, security, and auditability within regulated frameworks.

• Capability to effectively justify architectural and AI design decisions to Model Risk, Internal Audit, and Regulatory bodies.

• Excellent stakeholder engagement abilities across Risk, Quants, Technology, Treasury/Capital, Front Office, and Security.

🏝️ Benefits

• Medical, dental, and vision coverage for employees and their dependents.

• 401(k) plan with a substantial employer match.

• Employee stock purchase plan.

• Generous Paid Time Off policy.

• Paid parental leave and adoption assistance.

• Wellness Program promoting overall well-being, including free annual health screenings and coaching.