Lead Polypaths Subject Matter Expert

Lead PolyPaths Subject Matter Expert

New York, New York(Hybrid)

Face2Face Interview

Long Term Contract

JD:

About the Role

• The Lead PolyPaths SME will provide senior-level expertise and L3 production support for a fixed-income and mortgage risk platform within a Risk Technology / Market Risk IT team.
• The role focuses on PolyPaths configuration, analytics, batch processing, integrations, complex incident resolution, and mortgage-risk products while supporting the transition from legacy SQL Server and SSIS workflows to Azure Databricks and Python-based solutions.
• This is a hands-on individual contributor position working with Market Risk, Quant, Front Office, Model Validation, technology teams, and the PolyPaths vendor.

Responsibilities

• Serve as the senior escalation point for PolyPaths configuration, scenarios, batch processing, integrations, and analytics.
• Provide hands-on L3 production support by diagnosing complex incidents, identifying root causes, implementing lasting fixes, and protecting critical risk-run deadlines.
• Support mortgage-risk analytics for agency MBS, CMOs, TBAs, non-agency RMBS, CMBS, and ABS.
• Work with prepayment and default assumptions, OAS, duration, convexity, key-rate sensitivities, VaR, scenario analysis, stress analysis, and P&L explain.
• Develop and support production-quality Python automation for PolyPaths batch runs, data processing, data validation, reconciliation, monitoring, and exception reporting.
• Write and tune advanced SQL queries for trade, position, market-data, and risk-result validation.
• Maintain and improve enterprise ETL workflows using SQL Server, SSIS, Azure Databricks, PySpark, and SQL.
• Support the transition from legacy SQL Server and SSIS workflows to Azure Databricks and Python-based workflows.
• Test software releases and model-assumption changes, and support UAT, change management, and release planning.
• Maintain runbooks and incident documentation, contribute to post-incident reviews, and share technical knowledge with the team.
• Work with the PolyPaths vendor on product defects, enhancements, and support cases.
• Collaborate with Market Risk, Quant, Front Office, Model Validation, and technology teams.

Required Qualifications

• 5+ years of hands-on PolyPaths experience.
• Demonstrated mortgage-products experience; relevant mortgage-product knowledge is mandatory.
• Strong fixed-income risk knowledge, including mortgage analytics, sensitivities, VaR, scenario analysis, stress analysis, and P&L explain.
• Production-quality Python skills for automation, data processing, and validation.
• Advanced SQL skills, including complex query development and performance tuning.
• Enterprise ETL experience with technologies such as SSIS, Informatica, Talend, Azure Data Factory, or DataStage.
• Practical Databricks experience, including Apache Spark, PySpark, notebooks, and job orchestration.
• Experience providing L3 support in financial services.
• Knowledge of incident management, problem management, and change management processes.
• Experience supporting fixed-income and mortgage-risk products including agency MBS, CMOs, TBAs, non-agency RMBS, CMBS, and ABS.
• Ability to support PolyPaths configuration, scenarios, batch processing, integrations, analytics, and production troubleshooting.
• Clear communication skills and sound troubleshooting judgment under time pressure.

Preferred Qualifications

• Experience with Microsoft Azure or another cloud platform.
• Experience with Control-M or Airflow.
• Experience with Git, Azure DevOps, or Jenkins.
• Experience with Bloomberg, Yield Book, Intex, or Aladdin.
• Knowledge of regulatory frameworks such as FRTB or CCAR/DFAST.
• Experience with data lineage and data governance.
• Experience supporting model-assumption changes, UAT, release planning, and post-incident reviews.