Senior PolyPaths Lead: Production & Data Engineer

Arrayo; New York (NY); On-site; USD 140,000 - 210,000; Full time

Job summary

Arrayo is seeking a Senior PolyPaths Consultant & L3 Support Lead to embed with major financial institutions’ risk and technology teams. You will own production support, lead critical risk processes, and develop data pipelines that connect PolyPaths to broader risk systems.

The role emphasizes mortgage product analytics, incident management, and hands-on data engineering using Python, SQL, and Databricks. Expect collaboration with market risk, quants, and tech partners.

Qualifications

• At least five years of hands-on PolyPaths experience across configuration, analytics, integration or production support.
• Strong fixed income risk knowledge, particularly mortgage products, prepayment modeling and OAS analytics.
• Proven experience providing or leading L3 support in financial services, including incident, problem and change management.
• Strong Python skills, with experience developing production-quality scripts for automation, data processing and validation.
• Advanced SQL skills, including complex queries, performance tuning and stored procedures.
• Hands-on experience with SSIS or another enterprise ETL platform, such as Informatica, Talend, Azure Data Factory or DataStage.
• Practical Databricks experience, including Spark, Delta Lake, notebooks and job orchestration.
• Working knowledge of market risk measures, including sensitivities, VaR, scenario and stress analysis, and P&L explain.
• Strong troubleshooting skills, clear communication, and the ability to work effectively under pressure around critical risk deadlines.

Responsibilities

• Serve as the PolyPaths subject matter expert across configuration, scenario setup, batch processing, and integration with upstream and downstream systems.
• Support mortgage and securitized product analytics across agency MBS, CMOs, TBAs, non-agency RMBS, CMBS and ABS, including prepayment and default assumptions, OAS, duration, convexity and key rate sensitivities.
• Own L3 production support: investigate complex incidents, identify root causes, implement permanent fixes, and protect service levels for daily and intraday risk runs.
• Lead post-incident reviews, maintain runbooks, mentor L1/L2 support analysts, and participate in the on-call rotation.
• Write and optimize SQL to validate and reconcile trades, positions, market data and risk results.
• Develop and maintain ETL workflows using SSIS or equivalent tooling, and build Databricks pipelines and notebooks using PySpark and SQL.
• Use Python to automate batch processes, monitoring, data validation, reconciliation and exception reporting.
• Support PolyPaths upgrades and model assumption changes through regression testing, UAT and release planning, coordinating with the vendor on defects and enhancements.
• Document systems, processes and fixes to support audit and control requirements, and transfer knowledge to permanent teams.

Skills

PolyPaths

Python

SQL

SSIS

Databricks

PySpark

ETL pipelines

Fixed income risk

Troubleshooting under pressure

Tools

Informatica

Talend

Azure Data Factory

DataStage

Job description

Arrayo is seeking a Senior PolyPaths Consultant & L3 Support Lead to embed with major financial institutions’ risk and technology teams. You will own production support, lead critical risk processes, and develop data pipelines that connect PolyPaths to broader risk systems.

The role emphasizes mortgage product analytics, incident management, and hands-on data engineering using Python, SQL, and Databricks. Expect collaboration with market risk, quants, and tech partners.