Regulatory Reporting Data Engineer

Overview

We are seeking a New York based Data Engineer to join our Regulatory Technology and Control group
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This is a key role for Bernstein that involves working with high-volume trading data to improve the accuracy, timeliness, and completeness of the firm’s regulatory reporting and trade recordkeeping. We are looking for a data expert who is passionate about technology and eager to learn more about financial services and our Equity broker dealer business.

The Data Engineer will be responsible for receiving and transforming high-volume Equity trading data for onward reporting to the firm’s regulators and business users. Trading data is ingested to Microsoft Azure Synapse, transformed using Apache Spark, and written to Delta Lake tables on Azure. The successful candidate will help to migrate legacy SQL Server tables and T-SQL stored procedures to our future-state Microsoft Azure data platform.

The Data Engineer will propose and implement improvements to the firm’s regulatory reporting implementation and will work with regulatory control and compliance to understand reporting requirements and deliver enhancements. The Data Engineer’s goal is to ensure that accurate, timely and complete data is supplied to regulators and business users in a format that they can use and understand.

The Data Engineer will work closely with Equity trading and trade support to understand trading scenarios and validate that Consolidated Audit Trail (CAT) Reporting accurately reflects the firm’s Equity trading activity. The successful candidate will promote innovative data analysis techniques and will gain knowledge in cash & electronic trading scenarios, trading technology, data analysis, design, and regulatory compliance.

• Enhance and maintain the Microsoft Azure Synapse and Spark data pipelines that generate Bernstein’s CAT reporting and populate Bernstein’s trading records.
• Migrate legacy SQL Server tables and T-SQL stored procedures to Microsoft Azure Synapse, PySpark, and Delta Lake
• Understand Equity trading scenarios and how these are represented in the data models of Bernstein trading systems.
• Understand how CAT Reporting applies to Bernstein’s Equity trading business
• Identify and troubleshoot data issues by analyzing high-volume datasets in innovative ways, e.g. by using data analytics tools such as Python, Azure Synapse, and PowerBI
• Design and implement transactional and reference data reconciliations to maintain data quality.
• Support critical regulatory reporting processes in production
• Work closely with business users to create dashboards and reports that improve risk management and enable better business decisions
• Hybrid role with a minimum of 3 days in the office

We are seeking a motivated data engineer who is passionate about improving business outcomes through use of the latest data technologies. The candidate should have experience working with high-volume data using Microsoft Azure, Spark, Delta Lake, or equivalent cloud-based technologies.

Code quality is important at Bernstein, and the candidate should demonstrate the ability to write efficient, readable, and maintainable code in a language such as Python, C++, Java, C, or C#. Candidates should have good knowledge of common development practices such as version control, automated testing, continuous integration, and automated deployment.

Experience working with Microsoft SQL Server and T-SQL is preferred, and existing knowledge of Equity Cash trading scenarios and CAT Reporting would be beneficial.

The successful candidate will collaborate closely with other developers and data analysts and should be comfortable communicating with colleagues. We are looking for a candidate who is excited by technology and can share their enthusiasm with other team members to improve the adoption of new tools.

• 2+ years of experience transforming and analyzing high-volume datasets using Azure Synapse, Spark, or equivalent cloud-based technologies.
• 2+ years of development experience with one or more modern programming languages such as Python, C++, Java, C, or C#.
• Experience using Git Hub or an equivalent developer platform for…