Databricks Technical Analyst - Basel IV SA-CCR
Role details
Job location
Tech stack
Job description
Huron is seeking a senior Databricks Solution Architect to modernize the Broker-Dealer and Combined U.S. Operations (CUSO) regulatory reporting data foundation. The architect will design a regulatory-grade "Data-to-Capital" value chain that reduces "data opacity" by establishing a governed Golden Source using a Databricks Medallion Architecture (Bronze/Silver/Gold), enabling audit-ready lineage, T+1 reconciliation, and regulator-defensible reporting across capital, liquidity, and market activities., * Own and evolve the end-to-end SA-CCR architecture framework, covering RC, PFE, EAD, netting sets, CSA/collateral recognition, and supervisory parameter governance.
- Design and implement scalable patterns using Delta Lake, Unity Catalog, and Databricks Workflows, ensuring lineage, RBAC, versioning, and long-term maintainability.
- Lead Spark / PySpark computation strategy for large derivatives portfolios, optimizing scenario throughput and computational efficiency.
- Evolve batch-based exposure calculations toward intraday recalculation, stress testing, and what-if analytics.
- Design secure architectures covering entitlements, PII protection, legal-entity segregation, and regulator-ready audit evidence using versioned Delta tables and lineage tracking.
- Design architectures that support:
- AI-assisted recalculation and scenario testing
- Intraday exposure analytics
- Controlled experimentation without compromising auditability
- Embed AI components within governed frameworks, ensuring:
- Unity Catalog-based lineage and RBAC
- Delta Lake version control for reproducible runs
- Deterministic, reproducible, and evidence-ready AI outputs
- Apply explainable ML-assisted techniques to optimize Spark joins, aggregations, and scenario performance-not black-box optimization.
Requirements
Do you have experience in Unity?, * Proven experience designing SA-CCR architecture frameworks (RC, PFE, EAD).
- Deep hands-on expertise with Databricks, including Delta Lake, Unity Catalog, and Workflows.
- Strong Spark / PySpark engineering background for high-volume risk calculations.
- Experience delivering regulatory-defensible architectures for counterparty credit risk or derivatives portfolios.
- Strong understanding of data governance, security, and auditability in regulated environments.
- Ability to clearly defend architectural and AI design choices to Model Risk, Internal Audit, and Regulators.
- Strong stakeholder engagement skills across Risk, Quants, Technology, Treasury/Capital, Front Office, and Security.
Equal Opportunity & Compliance