Market Risk Production Support Developer

f-f interview in NYC (or possibly Jersey City)

This contract has an initial duration of six months with likely extension – could convert to FT after 6 months

Key skills: SQL Server, SSIS, Data Bricks, Market Risk (understand how to read VaR and PnL calculations)

Location is New York City 2-3 days/week

Any visa status is fine, but USC/GC strongly preferred

Senior candidates needed

Local candidates strongly preferred, interview will be f-f for final round (after 2-3 video rounds)

Market Risk Production Support Developer

Job Description:

This position requires a BA/BS in computer science/engineering, or data science/engineering, along with 5+ years of experience in IT system development and support. The role is primarily focused on Production Support (70%), with Development and bug fixing responsibilities (30%), for a Risk Technology Platform that supports large-scale batch processing in a financial environment.

Key Responsibilities and Requirements:

Provide day-to-day production support, including monitoring, issue investigation, incident resolution, and root cause analysis for critical batch processes and applications.

Work on enhancements, bug fixes, and small development tasks to improve system performance, reliability, and maintainability.

Strong expertise in Microsoft SQL Server, including writing and optimizing complex queries, stored procedures, and functions for large batch jobs.

Current ETL processes are built using SSIS (C#/.NET), with an ongoing migration to Databricks and Python — familiarity with both legacy and modern tools is essential.

Solid Python skills with experience using NumPy and Pandas for data processing and transformation.

Familiarity with Tidal (or equivalent job schedulers) for managing batch workflows.

Experience using Jira and exposure to other monitoring or ticketing systems for issue tracking and coordination.

Good understanding of Market Risk concepts, including the ability to interpret VaR (Value at Risk) and PnL (Profit and Loss) calculations.

Experience with Fixed Income and Securitization products is a plus.