Databricks Technical Analyst – Basel IV SA‐CCR

Job Description: Own and evolve the end‐to‐end SA‐CCR architecture framework, covering RC, PFE, EAD, netting sets, CSA/collateral recognition, and supervisory parameter governanceDesign and implement scalable patterns using Delta Lake, Unity Catalog, and Databricks Workflows, ensuring lineage, RBAC, versioning, and long‐term maintainabilityLead Spark / PySpark computation strategy for large derivatives portfolios, optimizing scenario throughput and computational efficiencyEvolve batch‐based exposure calculations toward intraday recalculation, stress testing, and what‐if analyticsDesign secure architectures covering entitlements, PII protection, legal‐entity segregation, and regulator‐ready audit evidence using versioned Delta tables and lineage trackingDesign architectures that support AI‐assisted recalculation and scenario testingEmbed AI components within governed frameworks, ensuring Unity Catalog–based lineage and RBAC, Delta Lake version control for reproducible runsRequirements: Proven experience designing SA‐CCR architecture frameworks (RC, PFE, EAD)Deep hands‐on expertise with Databricks, including Delta Lake, Unity Catalog, and WorkflowsStrong Spark / PySpark engineering background for high‐volume risk calculationsExperience delivering regulatory‐defensible architectures for counterparty credit risk or derivatives portfoliosStrong understanding of data governance, security, and auditability in regulated environmentsAbility to clearly defend architectural and AI design choices to Model Risk, Internal Audit, and RegulatorsStrong stakeholder engagement skills across Risk, Quants, Technology, Treasury/Capital, Front Office, and SecurityBenefits: Medical, dental, and vision coverage to employees and dependents401(k) plan with a generous employer matchEmployee stock purchase planGenerous Paid Time Off policyPaid parental leave and adoption assistanceWellness Program supporting total well-being with free annual health screenings and coaching