Selected Engineering Work · Project 02

High-Performance Financial Data Pipeline

Optimizing complex financial logic without changing its business meaning.

Optimized a business-critical SQL pipeline used for days-past-due calculations, credit-risk analysis and financial reporting, reducing execution time by 45% through earlier filtering, improved join strategies and removal of redundant processing.

DatabricksSQLPyTestPerformance Optimization

The challenge

Performance problems caused by repeated processing, not extreme data volume.

The DPD pipeline implemented approximately 40 business rules. Many of those rules depended on the same intermediate result, but the existing implementation repeatedly applied similar joins and transformations to substantially the same working dataset.

The source data itself was not exceptionally large. The execution time grew because inefficient SQL joins, insufficient early filtering and repeated transformations multiplied the amount of work performed across the rule set.

  • Identify joins that processed more data than required.
  • Reduce datasets before expensive downstream operations.
  • Reuse common intermediate results instead of repeatedly rebuilding them.
  • Improve performance without changing the intended financial calculation.

Optimization architecture

Move from repeated rule processing to a shared, reduced working dataset.

The optimization focused on reducing the amount of data processed before the business rules were evaluated and eliminating repeated work around common dependencies.

Before Source data Input entered the pipeline with limited early reduction.
Repeated work Inefficient joins More data than necessary participated in downstream SQL operations.
Repeated work Shared data reprocessed Common intermediate results were repeatedly evaluated across business rules.
Impact ~4 hour runtime Accumulated inefficiencies drove unnecessary processing and compute usage.
After Source data Processing starts by reducing the working dataset as early as possible.
Step 1 Early filtering + better joins Only relevant records flow into expensive operations; broadcast joins are used where appropriate.
Step 2 Shared intermediate result Common preparation is reused rather than repeatedly reconstructed for each rule.
Result Business rules + DPD output Approximately 40 rules operate on a more efficient processing flow.

Engineering approach

Optimize the execution path while preserving business correctness.

The work combined SQL performance engineering with close collaboration around domain-specific financial logic.

01

Understand the business rules

Collaborate with domain experts to understand the DPD logic, rule dependencies and expected financial results before changing the implementation.

02

Identify repeated processing

Trace where approximately 40 rules repeatedly depended on the same intermediate result and locate unnecessary recomputation.

03

Filter data earlier

Move filtering upstream so joins and transformations work with only the records required by downstream calculations.

04

Improve join strategy

Rework inefficient SQL joins and use broadcast joins where appropriate for smaller datasets and lookup-style relationships.

05

Remove redundant transformations

Consolidate common processing paths and eliminate repeated transformations that generated equivalent intermediate results.

06

Validate with PyTest

Use controlled input datasets and business-defined expected outputs to confirm that optimized SQL logic preserved the intended calculation.

Testing strategy

Performance improvements had to preserve the expected DPD result.

PyTest-based unit tests were built around specific business scenarios. Each test supplied controlled input data and verified that the SQL output matched the result expected by the business.

This provided a safety net for refactoring: join strategies, filtering and shared processing could be improved while the expected financial behavior remained explicit and testable.

  • Controlled inputs represented defined business scenarios.
  • Expected outputs captured the result the DPD logic was required to produce.
  • Optimized SQL output was checked against those expected results.

Key engineering decisions

Changes driven by data flow, domain understanding and correctness.

Optimize shared dependencies

Common intermediate results were treated as shared dependencies instead of repeatedly rebuilding similar processing paths for individual business rules.

Reduce data before expensive work

Filtering moved earlier in the pipeline so joins and transformations operated on smaller working datasets and consumed less compute.

Preserve business meaning

Technical changes were made only after understanding the financial rules and were validated with business-defined input and expected-output tests.

Outcome

45% faster execution with less unnecessary processing.

The optimization reduced execution time by 45% from an original runtime of approximately four hours. Earlier filtering, improved join strategies and the removal of redundant transformations reduced the amount of data processed and improved compute efficiency. PyTest-based unit tests helped ensure that the optimized SQL logic continued to produce the business-expected DPD results.