Data Engineer – Traded and Wholesales Credit Risk (Poland)
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About Brickendon Consulting
Brickendon is an award-winning transformational consultancy specialising in innovative solutions that solve our clients’ challenges quickly and efficiently.
Focused on three practice areas of digital, data and automation, our aim is to disrupt the market with the latest machine learning, automation, data analytics advisory and programme delivery.
Since inception in London in 2010, Brickendon has rapidly grown and has established additional offices in Poland, India and Australia. Core to our success is how we foster a culture of innovation and lateral thinking and encourage our people to develop new approaches and techniques.
Our specialist digital arm, Brickendon Digital, focuses on disrupting and challenging the digital landscape with daring, cutting-edge products, including HotDeskPlus and EUCplus. We use the latest software and techniques to create rapid, technology-led solutions and visionary products to help our clients excel.
We are a member of the Women in Finance charter and are committed to working together to build a balanced and fair industry.
Overview of Initial Assignment
Brickendon Consulting have existing projects with a number of banks, asset managers & hedge funds firms across Poland where we have been engaged to provide teams of Analysts to deliver process, regulatory and optimisation change
Key Responsibilities
• Continue building our Model Management Platform and enabling analytical modules to be developed in the platform
• Designing, build, and lead the development of cloud native applications using the Google Cloud Platform services and various open source frameworks
• Partner with IT to create scalable & robust pipelines that run in production, ingest and process data from multiple sources for Enterprise customer deployment
• Research and Development – Understand model validation methodologies for risk models and on-going model validation. Enhance the calculation efficiencies for large-volume trading while retaining reasonable accuracies – theoretical as well as practical. Prototype and coordinate the methodology and enhancement implementation with IT team
• Perform ad-hoc analysis in various aspects of risk measurements, what-if analysis on the existing portfolios and during new product/transaction approval; and on demand quantitative support for businesses
Skills & Requirements
• Advanced degree in a quantitative or computational field (Computer Science, Math, Physics, and Financial Engineering) is required
• Experience in financial industry, traded risk experience preferred
• Experience designing and leading engineering applications and broader systems and supporting DevOps
• Strong experience (2+ years) in programming on R or Python or Java or C++ (R/Python is preferred)
• Strong experience (2+ years) in Data Engineering or Data Architecture (Big Query is a big plus)
• Proficient in working with Databases (NoSQL and SQL)
• Experience in creating Data-warehouses and scheduling automated ETL jobs
• Experience in Docker and Kubernetes
• Good Communication Skill, both verbal & written. Confident in communicating with business & technical stakeholders alike
• Organized, detail-oriented and self-motivated. Ability to lead a team, and/or work independently, adhere to tight deadlines and develop and maintain healthy relationships with all clients
Submit your application
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