Python ETL Developer

Phi is supporting an Asia-based Tier 1 investment bank with offices in more than 30 countries across the world, counting over 26,000 employees globally. The client provides a variety of advisory and capital-raising solutions to corporations, financial institutions, private equity, governments, and public-sector organizations around the world. Managing assets of nearly $600bn, they are a major player across the equities and fixed income markets.

About the Programme

Our client’s Credit Risk Technology team is in charge of supporting the business functions of Credit Risk Management and Credit Risk Analytics platforms. Responsible for maintenance and development of these risk platforms, the Credit Risk Technology team operates on a global scale within the bank’s Risk & Capital Technology department.

Bank’s ETL services are responsible for extracting and transforming reference, market and risk data from various sources, which is then transferred into the in-house protocol buffer data format that is heavily used by the Credit Risk engine. The client is currently in the process of implementing a business-critical project which involves designing new Credit Risk application system features, including developing services that provide trade & market data, along with the development of the proto messages to create composite market messages into pricing & scenario libraries.

Responsibilities

Phi is looking to on-board a talented Python ETL Developer to support the client in this initiative. The consultant will be working closely with Credit Risk Analyst and Credit Risk Management teams to understand the business requirements and work towards extending the functionality of the ETL services. Main responsibilities will include:

• Designing and developing new features for the Credit Risk application system
• Developing microservices and ensuring that they run smoothly
• Converting existing code into new format, through GRPC services
• Creating technical test plans and records, including unit and integration tests, within automated test environments ensuring code quality
• Providing support across the end-to-end delivery and run lifecycle

Key skills

• We are looking for an experienced Python ETL Developer with strong analytical and technical skills, including extensive knowledge of Python with experience of working with NumPy and Pandas libraries
• Solid understanding of Fixed Income, FX, Credit and Equity derivatives is desirable
• The ideal candidate will be experienced in containers, including but not limited to Docker or Kubernetes, experienced in Web Service engines, like Flask or FastAPI and be familiar with microservices frameworks like gRPC & Protobuf formats

This role is a great opportunity to establish yourself as an essential and energetic member of a fast-paced and prominent organization within a very dynamic environment. Working alongside world-class engineers will expose you to various innovative technologies and established business practises.