Databricks Technical Analyst – Basel IV, SA‑CCR

This is a fully remote position, open to applicants in Poland.

📋 Description

• Take ownership 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 patterns utilizing Delta Lake, Unity Catalog, and Databricks Workflows, ensuring lineage, RBAC, versioning, and sustainable long-term management.

• Spearhead the Spark / PySpark computation strategy for substantial derivatives portfolios, focusing on optimizing scenario throughput and computational efficiency.

• 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-enhanced recalculation and scenario testing.

• Conduct intraday exposure analytics.

• Implement controlled experimentation while maintaining auditability.

• Integrate AI components within governed frameworks.

⛳️ Requirements

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

• Extensive hands-on expertise with Databricks, including Delta Lake, Unity Catalog, and Workflows.

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

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

• Strong grasp of data governance, security, and auditability within regulated environments.

• Capacity 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.

• A 401(k) plan featuring a generous employer match.

• An employee stock purchase plan.

• A comprehensive Paid Time Off policy.

• Paid parental leave and adoption assistance.

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