Databricks Technical Analyst - Basel IV SA‑CCR

Huron • New York, NY

5d

About The Position

Huron is seeking a senior Databricks Solution Architect to modernize the Broker-Dealer and Combined U.S. Operations (CUSO) regulatory reporting data foundation. The architect will design a regulatory-grade “Data-to-Capital” value chain that reduces “data opacity” by establishing a governed Golden Source using a Databricks Medallion Architecture (Bronze/Silver/Gold), enabling audit-ready lineage, T+1 reconciliation, and regulator-defensible reporting across capital, liquidity, and market activities.

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.

Responsibilities

• 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, ensuring: Unity Catalog–based lineage and RBAC, Delta Lake version control for reproducible runs, Deterministic, reproducible, and evidence‑ready AI outputs.
• Apply explainable ML‑assisted techniques to optimize Spark joins, aggregations, and scenario performance—not black‑box optimization.

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 supports employee total well-being by providing free annual health screenings and coaching, bank at work, and on-site workshops, as well as ongoing programs recognizing major events in the lives of our employees throughout the year.

What This Job Offers

• Job Type: Full-time
• Career Level: Senior
• Education Level: No Education Listed