Risk Domain Data Engineer

DE-RCE-CCAR-Fullstack-BE-Mgr-GDSN02

The opportunity

We are the only professional services organization who has a separate business dedicated exclusively to the financial services marketplace. Join Risk and Compliance Engineering Team and you will work with multi-disciplinary teams from around the world to deliver a global perspective. Aligned to key industry groups including Risk Management, Asset management, Banking and Capital Markets, Insurance and Private Equity we provide integrated advisory, assurance, tax, and transaction services. Through diverse experiences, world-class learning and individually tailored coaching you will experience ongoing professional development. That’s how we develop outstanding leaders who team to deliver on our promises to all of our stakeholders, and in so doing, play a critical role in building a better working world for our people, for our clients and for our communities. Sound interesting? Well, this is just the beginning. Because whenever you join, however long you stay, the exceptional EY experience lasts a lifetime.

We’re looking for an Risk-domain driven Data Engineer at EY GDS. You will work on designing and implementing modern data solutions involving Azure Databricks and open source technologies (Python, Pyspark, ETLetc.). You will collaborate with cross-functional teams to build, deploy, and manage scalable back-end services, APIs, and database integrations that meet business needs and leverage best practices in back-end development and cloud technologies. This is a fantastic opportunity to be part of a leading firm whilst being instrumental in the growth of a new service offering. We are the only professional services organization who has a separate business dedicated exclusively to the financial and non-financial services marketplace. Join Digital Engineering team and you will work with multi-disciplinary teams from around the world to deliver a global perspective.

EY Risk and Compliance Engineering is a unique, industry-focused business unit that provides a broad range of integrated services that leverage deep industry experience with strong functional capability and product knowledge. The Risk and Compliance Engineering (RCE) practice works with clients to analyse, formulate, design, mobilize and drive digital transformation initiatives. We advise clients on their most pressing digital challenges and opportunities surround business strategy, customer, growth, profit optimization, innovation, technology strategy, and digital transformation.  We also have a unique ability to help our clients translate strategy into actionable technical design, and transformation planning/mobilization.  Through our unique combination of competencies and solutions, EY’s RCE team helps our clients sustain competitive advantage and profitability by developing strategies to stay ahead of the rapid pace of change and disruption and supporting the execution of complex transformations.

Your key responsibilities

• Own the end‑to‑end design, development, optimization, and maintenance of large‑scale, cloud‑native data pipelines using Azure Databricks, PySpark, and Delta Lake.
• Design and implement complete ETL / ELT solutions for risk modeling, stress testing, Basel / CCAR datasets, exposure aggregation, and regulatory data flows, from ingestion to consumption.
• Take full ownership of risk model data integration, including PD / LGD / EAD models, stress models, and scenario analytics, ensuring scalability, performance, and audit readiness.
• Perform advanced data transformations, feature engineering, and analytical dataset construction using Python (pandas, numpy) and PySpark.
• Build and optimize distributed processing pipelines for portfolio analytics, credit metrics, capital calculations, and scenario projections.
• Design, develop, and maintain curated analytical layers, reusable datasets, and data products consumed by Risk, Capital, Finance, and Regulatory Reporting teams.
• Write, optimize, and maintain complex, high‑performance SQL for risk data marts, exposure repositories, regulatory datasets, and reporting layers.
• Define and implement data quality and control frameworks, including validation rules, reconciliations, anomaly detection, completeness checks, and audit‑ready transformations.
• Implement and adhere to data governance and security standards using Unity Catalog, including schema design, table permissions, lineage, and data classification.
• Independently drive performance optimization initiatives, including small file handling, compaction strategies, partitioning, clustering, Delta optimization, and query tuning.
• Design and implement data archival, retention, and purge strategies for historical and regulatory datasets in alignment with compliance and business requirements.
• Apply cost‑optimization best practices, including cluster right‑sizing, workload isolation, efficient job scheduling, storage tiering, and cloud cost controls.
• Act as the primary technical owner for assigned data domains, working closely with Data Architects to align with enterprise standards.
• Partner directly with Risk, Finance, Model Risk, Technology, and Regulatory Reporting teams to translate business and risk methodologies into scalable technical implementations.

Skills and attributes for success

Required Skills:

• 7-12 years of working experience and Strong expertise in SQL and Python, including pandas and PySpark, with a focus on analytical and large‑scale data engineering.
• Deep hands‑on experience with Azure Databricks, including PySpark, Delta Lake, notebooks, cluster configuration, performance tuning, and cost optimization.
• Experience with Azure Synapse, ADF, Azure Functions
• Knowledge of Databricks workflows / job orchestration
• Strong working knowledge of Unity Catalog, including data governance, access control, lineage, and security best practices.
• Advanced PySpark skills covering distributed processing, optimization strategies, handling large and small files, and performance tuning.
• Advanced SQL skills (complex joins, window functions, query optimization, analytical patterns).
• Strong understanding of ETL / ELT architecture, data modeling, data quality frameworks, and governance principles.
• Solid understanding of Risk and Regulatory data domains, including Credit Risk, Capital, Stress Testing, and Regulatory Reporting.
• Proven ability to design solutions independently, make architectural trade‑offs, and deliver production‑grade systems.
• Ability to clearly articulate design decisions and collaborate effectively with architects, stakeholders, and downstream consumers.•Understanding of AI/ML concepts (regression, classification, model validation, monitoring).

Good to have:

• Familiarity with model validation, backtesting, monitoring dashboards
• Exposure to DevOps tools (Git, CI/CD)
• Experience with large financial institutions

Preferred Qualifications:

• Experience in large financial institutions or regulatory environments.

Education:

• Degree: Bachelor’s degree in Computer Science, Information Technology, or a related field, or equivalent practical experience

What we offer

EY Global Delivery Services (GDS) is a dynamic and truly global delivery network. We work across six locations – Argentina, China, India, the Philippines, Poland and the UK – and with teams from all EY service lines, geographies and sectors, playing a vital role in the delivery of the EY growth strategy. From accountants to coders to advisory consultants, we offer a wide variety of fulfilling career opportunities that span all business disciplines. In GDS, you will collaborate with EY teams on exciting projects and work with well-known brands from across the globe. We’ll introduce you to an ever-expanding ecosystem of people, learning, skills and insights that will stay with you throughout your career.

• Continuous learning: You’ll develop the mindset and skills to navigate whatever comes next.
• Success as defined by you: We’ll provide the tools and flexibility, so you can make a meaningful impact, your way.
• Transformative leadership: We’ll give you the insights, coaching and confidence to be the leader the world needs.
• Diverse and inclusive culture: You’ll be embraced for who you are and empowered to use your voice to help others find theirs.