About the Role
Surveillance Enhancement Program (SEP) is a multi-year program (MYP) to build and enhance the surveillance platform to detect potential instances of market misconduct, market manipulation and market abuse. The Bank met its commitment to FCA (Financial Conduct Authority, FCA) to meet Market Abuse Regulation ("MAR") requirements for critical data sources in September 2017.
Following that, subsequent projects were initiated to further enhance, expand and complement the current coverage of the automated surveillance platform. This project will focus on Alerts enhancements, Strategic data sourcing from FM order and trade lakes, UI / workflow enhancements to meet regulatory obligations (i.
e. Market Abuse Regulation, Dodd Frank). This also includes Control Room & Suitability Monitoring related data, UI and scenario enhancements.
Responsibilities
- Develop software applications based on business requirementsMaintain software applications and make enhancements according to project specifications
- Participate in requirement analysis, design, development, testing, and implementation activitiesPropose new techniques and technologies for software development.
- Perform unit testing and user acceptance testing to evaluate application functionality
- Ensure to complete the assigned development tasks within the deadlines
- Work in compliance with coding standards and best practicesProvide assistance to Junior Developers when needed.
- Perform code reviews and recommend improvements.Review business requirements and recommend changes to develop reliable applications.
- Develop coding documentation and other technical specifications for assigned projects.
- Act as primary contact for development queries and concerns.
- Analyze and resolve development issues accurately.
Required Skills
- 15+ years of experience in data intensive Pyspark development ,Window Functions , Performance Optimization ,Spark Architecture,Salting ,Column Pruning
- Must have experience in leading a Development TeamProven experience as a Core Python developer
- Good understanding of Gen AIExperience developing Classes, OOPS, exception handling, parallel processing
- Strong knowledge of DB connectivity, data loading , transformation, calculation
- Extensive experience in Pandas/Numpy dataframes, slicing, data wrangling, aggregations
- Lambda Functions, Decorators
- Vector operations on Pandas dataframes /seriesApplication of apply map, apply, map functions
- Concurrency and error handling data pipeline batch of size [1-10 gb]
- Ability to understand business requirements and translate them into technical requirementsAbility to design architecture of data pipeline for concurrent data processing
- Working with Git source control Service-orientated architecture, including the ability to consider integrations with other applications and services
- Debugging application
Preferred Skills
- Knowledge of web backend technology - Django, Python, PostgreSQL.
- Apache Airflow
- Atlassian
- Jira
- Understanding of Financial Markets Asset Classes (FX, FI, Equities, Rates, Commodities & Credit), various trade types (OTC, exchange traded, Spot, Forward, Swap, Options) and related systems is a plus
- Surveillance domain knowledge, regulations (MAR, MIFID, CAT, Dodd Frank) and related Systems knowledge is certainly a plus