Lead PolyPaths Subject Matter Expert

Shulman Flemming and Associates

Location: New York, New York (Hybrid)

Employment Type: W2, Full-Time, 1099; Contract, initial 6–12 months with probable extension

Candidate Pay Rate: $100/hour W2

Experience: 5+ years of hands-on PolyPaths experience

The Lead PolyPaths SME will provide senior-level expertise and L3 production support for a fixed-income and mortgage risk platform within a Risk Technology / Market Risk IT team.
The role focuses on PolyPaths configuration, analytics, batch processing, integrations, complex incident resolution, and mortgage-risk products while supporting the transition from legacy SQL Server and SSIS workflows to Azure Databricks and Python-based solutions.
This is a hands-on individual contributor position working with Market Risk, Quant, Front Office, Model Validation, technology teams, and the PolyPaths vendor.

Serve as the senior escalation point for PolyPaths configuration, scenarios, batch processing, integrations, and analytics.
Provide hands-on L3 production support by diagnosing complex incidents, identifying root causes, implementing lasting fixes, and protecting critical risk-run deadlines.
Support mortgage-risk analytics for agency MBS, CMOs, TBAs, non-agency RMBS, CMBS, and ABS.
Work with prepayment and default assumptions, OAS, duration, convexity, key-rate sensitivities, VaR, scenario analysis, stress analysis, and P&L explain.
Develop and support production-quality Python automation for PolyPaths batch runs, data processing, data validation, reconciliation, monitoring, and exception reporting.
Write and tune advanced SQL queries for trade, position, market-data, and risk-result validation.
Maintain and improve enterprise ETL workflows using SQL Server, SSIS, Azure Databricks, PySpark, and SQL.
Support the transition from legacy SQL Server and SSIS workflows to Azure Databricks and Python-based workflows.
Test software releases and model-assumption changes, and support UAT, change management, and release planning.
Maintain runbooks and incident documentation, contribute to post-incident reviews, and share technical knowledge with the team.
Work with the PolyPaths vendor on product defects, enhancements, and support cases.
Collaborate with Market Risk, Quant, Front Office, Model Validation, and technology teams.

5+ years of hands-on PolyPaths experience.
Demonstrated mortgage-products experience; relevant mortgage-product knowledge is mandatory.
Strong fixed-income risk knowledge, including mortgage analytics, sensitivities, VaR, scenario analysis, stress analysis, and P&L explain.
Production-quality Python skills for automation, data processing, and validation.
Advanced SQL skills, including complex query development and performance tuning.
Enterprise ETL experience with technologies such as SSIS, Informatica, Talend, Azure Data Factory, or DataStage.
Practical Databricks experience, including Apache Spark, PySpark, notebooks, and job orchestration.
Experience providing L3 support in financial services.
Knowledge of incident management, problem management, and change management processes.
Experience supporting fixed-income and mortgage-risk products including agency MBS, CMOs, TBAs, non-agency RMBS, CMBS, and ABS.
Ability to support PolyPaths configuration, scenarios, batch processing, integrations, analytics, and production troubleshooting.
Clear communication skills and sound troubleshooting judgment under time pressure.
Ability to work in a hybrid New York arrangement.
Ability to participate in a three-round interview process, including one onsite interview.

Experience with Microsoft Azure or another cloud platform.
Experience with Control-M or Airflow.
Experience with Git, Azure DevOps, or Jenkins.
Experience with Bloomberg, Yield Book, Intex, or Aladdin.
Knowledge of regulatory frameworks such as FRTB or CCAR/DFAST.
Experience with data lineage and data governance.
Experience supporting model-assumption changes, UAT, release planning, and post-incident reviews.

To apply for this exciting opportunity, please contact:

Recruiter Contact: Show email

Update Your Resume: Please add any missing skills or certifications that align with the role.
Apply Online: Click the "Apply" button at the end of the job description and complete the required details.
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Confirmation: Once submitted, reply to this email to let me know. I'll review your updated materials and, if there's a match, schedule a video interview to discuss further.

We appreciate your time and interest in this opportunity. Our team will review your application carefully and respond promptly.

Vacancy posted more than 2 months ago

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