Senior Time Series Developer - US

Senior Time Series Developer

Location: NYC / NJ (hybrid)

Duration: 6+ Months

Must to have:

• In person interview is mandatory

Must to have:

Worked on Timeseries analysis, SQL, ETL, DWH, Python, C#

Job Description:

As part of the Risk Technology department, the senior developer will take part in local development and integration work, related to the local and global risk systems.

Main Responsibilities

• Design and develop robust, scalable software solutions for acquiring, analyzing, and cleansing time series data
• Enhance existing systems to improve performance, add functionalities, and integrate new technologies to enable easy access to time series data and metadata for both end users and systems
• Implement algorithms for time series analysis, trend detection, and anomaly detection.
• Lead engineers responsible for daily support and project based development of risk management systems.
• Lead and mentor junior engineers and team members, fostering an environment of innovation and continuous improvement.
• Implement best practices in software development, including DevOps
• Collaborate with cross-functional teams to align system development with the company's strategic goals
• Uphold and advocate for high standards in code quality, testing, and maintainability.
• Data output used by Murex, Data engineering over analysis,
• In-person round preferred. 2 rounds?

Required Qualifications

• 10+ years of experience in IT with more than 5 years in financial projects (preferably in the area of Market Risk)
• Expertise in Python and C# or Java with automated testing
• Strong experience in SQL and database programming (preferably MS SQL Server)
• Good understanding of ETL/ELT and DWH concepts with hands on experience using ETL/ELT tools;
• Strong testing and troubleshooting skills
• Experience with Git, Jira, Confluence, Jenkins, and other DevOps tools
• Functional expertise in time series management including fitting curves and vol surfaces
• Good communication and presentation skills

Desired Qualifications

• Experience with Databricks Delta lake, Delta live tables, PySpark, and Snowflake
• Experience with Xenomorph Timescape EDM+ or other vendor time series management products
• Hands-on experience with SSIS

Education: