Data Architecture & Engineering — Market Risk Technology
$150,000–$240,000 year
HybridManhattan, New York, United States
Job Summary
Oversee end-to-end design, deployment, and operations of critical data solutions supporting VaR, FRTB, sensitivities, stress testing, limits, and regulatory reporting. Lead the migration from SSIS/SQL Server to Databricks and Delta Lake, establishing target architecture, sequencing parallel-run reconciliation, and ensuring legacy stability until decommissioning. Develop reusable engineering frameworks for ingestion, quality, lineage, and orchestration while optimizing SQL and Spark workloads to meet EOD SLAs. Design canonical data models for trades, positions, P&L, and market data, integrating core data observability capabilities including anomaly detection and pipeline health. Guide the platform from design through deployment and ongoing operations, collaborating with risk managers, quants, and application owners to ensure alignment.
Required Qualifications
- 15+ years in data architecture, engineering, or platform roles within financial services
- Hands-on expertise in Market Risk data domains including trades, positions, sensitivities, P&L, market data, VaR, stress, FRTB, capital, and regulatory reporting
- Proven experience designing and operating modern data platforms including lakehouse, distributed compute, semantic layers, and hybrid on-prem/cloud environments
- Production experience with Databricks, Spark, and Delta Lake
- Working knowledge of SQL Server and SSIS
- Expertise in data modeling for operational, dimensional, semantic, and canonical models
- Demonstrated leadership of large ETL modernization initiatives, including sequencing, parallel-run, cutover, and decommissioning
- Track record of building reusable engineering frameworks adopted across teams
- Experience in performance tuning at scale for SQL Server, Databricks, Spark, storage formats, and query optimization
- Architectural leadership: setting direction, reviewing designs, challenging weak patterns, and mentoring engineers and architects
- Strong communication skills, capable of defending architectural decisions to senior technology, risk, and business leaders
- Hybrid working program availability
- Mizuho's hybrid working program requirements
Desired Qualifications
- Depth to model the Market Risk domain, not just describe it
- Experience leading the SSIS-to-Databricks migration program
- Experience ensuring stability of the legacy estate until it is fully decommissioned
- Experience overseeing end-to-end design, deployment, and operations of critical data solutions supporting VaR, FRTB, sensitivities, stress testing, limits, and regulatory reporting
- Experience establishing scalable standards that apply across teams rather than bespoke designs for individual projects
- Experience developing and enforcing reusable libraries and frameworks for data ingestion, quality, reconciliation, lineage, orchestration, error handling, and recovery
- Experience designing canonical and semantically clear data models for trades, positions, sensitivities, P&L, market data, VaR, stress, limits, capital, and regulatory reporting
- Experience optimizing SQL and Spark workloads, partitioning, storage design, and query performance to meet stringent EOD SLAs
- Experience integrating quality assurance, SLA tracking, pipeline health, reconciliation, anomaly detection, and lineage as core platform capabilities
- Experience guiding the platform from design through deployment and ongoing operations
- Experience collaborating closely with risk managers, quants, application owners, engineers, support teams, infrastructure, and governance
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