C & Python Expert with Market Risk Models

CapgeminiNew York, NY
6d$90,000 - $110,000

About The Position

We are seeking a highly skilled Senior Developer with deep expertise in C, Python, PySpark, Snowflake, Databricks, and modern SDLC practices. In this role, you will be responsible for implementing mortgage risk models written by PBG Strats in Python and translating them into C for production deployment. You will support model runs across multiple environments (QA, UAT, PROD) and work closely with WM Strats to fully understand model design, simulation methodologies, and workflow requirements. Additionally, you will contribute to building user-facing GUI components and ensure seamless integration with downstream systems. This position requires a strong technical background, excellent communication skills, and familiarity with risk modeling, simulation modeling, and large-scale distributed computing.

Requirements

  • 7+ years of hands-on C development experience.
  • Strong proficiency in Python and PySpark.
  • Deep experience with SQL, Databricks, and Snowflake.
  • Experience with grid computing technologies (e.g., HPC, distributed clusters).
  • Strong technical background in integration development and/or infrastructure engineering.
  • Familiarity with system architecture and data flow between upstream and downstream systems.
  • Excellent communication, relationship management, problem-solving, and organizational skills.
  • Ability to collaborate across senior business and technology stakeholders.
  • Strong understanding of SDLC, development methodologies (Waterfall, Agile), and tools such as Jira, HP Quality Center, etc.
  • Self‑motivated with the ability to work independently and in team-based environments.
  • Ability to work in a high‑pressure environment and manage multiple priorities effectively.

Responsibilities

  • Implement and convert mortgage risk models from Python to C in alignment with PBG Strats’ specifications.
  • Support and troubleshoot model execution across QA, UAT, and Production environments.
  • Collaborate with WM Strats to thoroughly understand model logic and help design and develop GUI components around the models.
  • Ensure smooth integration of model outputs with upstream and downstream systems.
  • Work with Databricks, Snowflake, and distributed computing technologies to optimize data pipelines and model performance.
  • Participate in architecture discussions, ensuring efficient data flow, systems integration, and operational stability.
  • Follow best practices across SDLC, contributing to design, development, testing, documentation, and deployment.
  • Partner with cross‑functional teams, effectively communicating complex concepts to technical and non-technical stakeholders.
  • Manage task priorities in a fast-paced environment and ensure high-quality deliverables.

Benefits

  • Paid time off based on employee grade (A-F), defined by policy: Vacation: 12-25 days, depending on grade, Company paid holidays, Personal Days, Sick Leave
  • Medical, dental, and vision coverage (or provincial healthcare coordination in Canada)
  • Retirement savings plans (e.g., 401(k) in the U.S., RRSP in Canada)
  • Life and disability insurance
  • Employee assistance programs
  • Other benefits as provided by local policy and eligibility
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