What are the responsibilities and job description for the PolyPaths SME & L3 Support Lead Consultant position at Largeton Group?
Summary
Job Summary PolyPaths SME & L3 Support Lead Consultant
Role: PolyPaths Subject Matter Expert (SME) & L3 Support Lead Consultant
Key Responsibilities
Job Summary PolyPaths SME & L3 Support Lead Consultant
Role: PolyPaths Subject Matter Expert (SME) & L3 Support Lead Consultant
Key Responsibilities
- Serve as the expert for PolyPaths configuration, scenario setup, batch processing, and integration with multiple systems.
- Support and stabilize daily production risk runs; resolve complex technical incidents for a fixed income risk platform, focusing on mortgage products.
- Perform analytics and support for mortgage products (agency pass-throughs, CMOs, TBAs, non-agency RMBS, CMBS, ABS).
- Conduct release testing and regression validation for PolyPaths upgrades and model changes.
- Liaise with PolyPaths vendor on defects, enhancements, and support issues.
- Own Level 3 (L3) production support: root-cause analysis, escalated incident resolution, permanent fixes, and maintaining SLAs.
- Lead problem management, post-incident reviews, and maintain runbooks and knowledge base documentation.
- Mentor Level 1 and 2 support analysts and participate in on-call rotation.
- Develop and optimize complex SQL queries for data validation and reconciliation.
- Design and maintain ETL workflows (e.g., SSIS) to move/transform data between systems.
- Build and support Databricks (PySpark/SQL) pipelines for risk data ingestion, transformation, and reporting.
- Write Python scripts for automation, data validation, reconciliation, and monitoring of PolyPaths batch processes.
- Implement automated data quality checks and exception reporting.
- Collaborate with Market Risk, Quant, Front Office, and Model Validation teams on requirements and analytics issues.
- Support change management, UAT, and release planning.
- Document systems, processes, and fixes to meet audit and control standards.
- Ensure knowledge transfer to permanent team before engagement ends.
- 5 years hands-on PolyPaths experience (configuration, analytics, integration, or support).
- Strong fixed income/mortgage product risk background (agency MBS, CMOs, TBAs, prepayment modeling, OAS analytics).
- Advanced Python scripting for automation and data processing.
- Expertise in enterprise ETL tools (SSIS or similar).
- Advanced SQL skills (complex queries, performance tuning, stored procedures).
- Experience with Databricks (Spark, Delta Lake, notebooks, job orchestration).
- Proven L3 support leadership in financial services (incident, problem, change management).
- Knowledge of market risk concepts (sensitivities, VaR, scenario/stress analysis, P&L explain).
- Strong troubleshooting, communication, and stakeholder management skills; ability to work under pressure.
- Experience with other risk/analytics platforms (Bloomberg, Yield Book, Intex, Aladdin).
- Familiarity with workflow schedulers (Control-M, Airflow) and CI/CD tools (Git, Azure DevOps, Jenkins).
- Cloud platform experience (Azure, AWS, GCP).
- Exposure to regulatory frameworks (FRTB, CCAR/DFAST).
- Data lineage and governance experience.
- Degree in Finance, Computer Science, Engineering, Mathematics, or related; CFA or FRM a plus.