Senior PolyPaths Consultant & L3 Support Lead

🏢About the role

Arrayo builds and embeds senior delivery teams inside the risk and technology functions of major financial institutions. We're hiring a Senior PolyPaths Consultant & L3 Support Lead to support a fixed income risk platform, with a particular focus on mortgage products.

You'll combine deep PolyPaths expertise with ownership of production support and hands-on data engineering. The work spans daily risk runs, complex incident resolution, platform configuration, and the pipelines and automation that connect PolyPaths to the broader risk environment.

This role calls for someone who can get productive quickly, take responsibility for critical production processes, and work confidently with Market Risk, Quant, Front Office and technology stakeholders.

✅What you'll do

• ✅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.

🎯What we're looking for

• 🔹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 inc…