Databricks Technical Analyst – Basel IV, SA‑CCR
Huron
full-time
Posted on:
Location Type: Remote
Location: Poland
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About the role
- Own and evolve the end‑to‑end SA‑CCR architecture framework, covering RC, PFE, EAD, netting sets, CSA/collateral recognition, and supervisory parameter governance
- Design and implement scalable patterns using Delta Lake, Unity Catalog, and Databricks Workflows, ensuring lineage, RBAC, versioning, and long‑term maintainability
- Lead Spark / PySpark computation strategy for large derivatives portfolios, optimizing scenario throughput and computational efficiency
- Evolve batch‑based exposure calculations toward intraday recalculation, stress testing, and what‑if analytics
- Design secure architectures covering entitlements, PII protection, legal‑entity segregation, and regulator‑ready audit evidence using versioned Delta tables and lineage tracking
- Design architectures that support AI‑assisted recalculation and scenario testing
- Intraday exposure analytics
- Controlled experimentation without compromising auditability
- Embed AI components within governed frameworks
Requirements
- Proven experience designing SA‑CCR architecture frameworks (RC, PFE, EAD)
- Deep hands‑on expertise with Databricks, including Delta Lake, Unity Catalog, and Workflows
- Strong Spark / PySpark engineering background for high‑volume risk calculations
- Experience delivering regulatory‑defensible architectures for counterparty credit risk or derivatives portfolios
- Strong understanding of data governance, security, and auditability in regulated environments
- Ability to clearly defend architectural and AI design choices to Model Risk, Internal Audit, and Regulators
- Strong stakeholder engagement skills across Risk, Quants, Technology, Treasury/Capital, Front Office, and Security
Benefits
- medical, dental, and vision coverage to employees and dependents
- a 401(k) plan with a generous employer match
- an employee stock purchase plan
- a generous Paid Time Off policy
- paid parental leave and adoption assistance
- Wellness Program supporting total well-being with free annual health screenings and coaching
Applicant Tracking System Keywords
Tip: use these terms in your resume and cover letter to boost ATS matches.
Hard Skills & Tools
SA-CCR architectureDelta LakeUnity CatalogDatabricks WorkflowsSparkPySparkexposure calculationsAI-assisted recalculationscenario testingdata governance
Soft Skills
stakeholder engagementcommunicationdefending architectural choicescollaborationleadership