Director, Market Risk Data Platform Modernization

Madison-Davis, LLC; New York (NY); On-site; USD 180,000 - 300,000; Full time

Job summary

Madison-Davis, LLC is seeking a Director of Data Architecture and Engineering to lead a critical Market Risk data platform, supporting risk measurement, stress testing, limits, and regulatory reporting for stakeholders across Risk, Finance, and Trading.

The role defines future-state architecture, guides migration from legacy SQL Server/SSIS to a lakehouse using Databricks, Spark, and Delta Lake, and mentors engineers while ensuring data quality and performance.

Qualifications

• 15+ years of data architecture, data engineering, or data-platform leadership.
• Significant experience within financial services.
• Direct knowledge of Market Risk or trading-system data.
• Production experience with Databricks, Spark, and Delta Lake.
• Strong experience with Microsoft SQL Server and SSIS.
• Experience modernizing a large legacy ETL or data-processing estate.
• Expertise in canonical, semantic, dimensional, operational, and analytical data modeling.
• Experience supporting hybrid cloud and on-premises infrastructure.
• Demonstrated success building reusable engineering frameworks.
• Strong SQL and distributed-processing performance-tuning skills.
• Ability to communicate architectural decisions to senior business and technology leaders.
• Nice to have: VaR, stress testing, FRTB, limits, or regulatory reporting.
• Nice to have: data observability and automated lineage.
• Nice to have: leading parallel-run reconciliation and production cutovers.
• Nice to have: leadership in global banking or capital-markets organizations.
• Nice to have: managing architecture standards across multiple engineering teams.

Responsibilities

• Define the target architecture for a large-scale Market Risk data platform.
• Lead the modernization of legacy SQL Server and SSIS workloads using Databricks, Spark, and Delta Lake.
• Design clear, scalable data models for trading, positions, sensitivities, P&L, market data, risk calculations, limits, and capital.
• Establish shared frameworks for data ingestion, validation, reconciliation, orchestration, lineage, and recovery.
• Plan and govern migration sequencing, parallel processing, cutover, and legacy-system retirement.
• Improve distributed processing, storage, partitioning, SQL, and Spark performance.
• Embed data quality, pipeline health, observability, and SLA monitoring into the platform.
• Review technical designs and mentor data architects and engineers.
• Partner with Risk, Finance, Front Office, quantitative, governance, infrastructure, and support teams.

Skills

Databricks

Spark

Delta Lake

Microsoft SQL Server

SSIS

Data modeling

Data architecture

Data engineering

Hybrid cloud

On-premises infrastructure

Leadership

Communication

Performance tuning

Job description

Madison-Davis, LLC is seeking a Director of Data Architecture and Engineering to lead a critical Market Risk data platform, supporting risk measurement, stress testing, limits, and regulatory reporting for stakeholders across Risk, Finance, and Trading.

The role defines future-state architecture, guides migration from legacy SQL Server/SSIS to a lakehouse using Databricks, Spark, and Delta Lake, and mentors engineers while ensuring data quality and performance.