Senior Time Series Developer

1 month ago


New York, United States SoHo Dragon Full time
Job DescriptionJob DescriptionSalary:

SoHo Dragon is looking to hire a Senior Time Series Developer for a hybrid position. In person interview is mandatory.


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:


  • Bachelor’s degree in Computer Science or Finance





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