Senior Market Risk Developer – Historical Timeseries (Contract)

New York City, NY - USA

Monthly Salary: Not Disclosed

Posted on: 10 hours ago

Vacancies: 1 Vacancy

Job Summary

The position is for aTechno-Functional Developerto design enhance and maintain theMarket Risk Time Series infrastructurebuilt onSnowflakeand role requires strong technical skills combined with deep domain expertise in market risk includingVaRend-of-day market data and historical time series. The candidate will work closely with theMarket Data teamand Risk stakeholders to ensure accurate scalable and auditable data solutions for risk analytics.

Primary Responsibilities:

Data Sourcing & Integration

Source historical market data from multiple internal and external providers.

Integrate withquant librariesto identify data quality issues and validate risk inputs.

Data Quality & Remediation

Integrate with Quant APIs to detect and remediate commondata quality issues(gaps stale data outliers misalignments).

Implement algorithms forgap-filling back-filling and anomaly correctionto ensure data is fit for VaR and SVaR calculations.

Infrastructure Development

Build and enhanceSnowflake-based time series infrastructurefor scalability and performance.

DevelopPython ETL/ELT pipelinesand optimizedSQL modelsfor historical time series storage and retrieval.

Collaboration & Governance

Work closely with Market Data and Risk teams to define canonical market observables and maintain data lineage.

Ensure reproducibility and auditability of risk inputs for regulatory compliance.

Essential Experience/ Skills:

7 yearsof hands-on experience in developing applications using Relational Databases and Big-data platforms.

Technical:

StrongPython(pandas numpy data engineering best practices).
AdvancedSQLandSnowflake(warehouse management streams/tasks query optimization).

Domain Knowledge:

Market risk concepts:VaR SVaR sensitivities stress testing.
Handlingend-of-day market dataand historical time series across asset classes.

Techno-Functional

Ability to translate risk requirements into technical solutions and data contracts.
Bachelors degree preferably in Computer Science Engineering Mathematics or similar technical discipline

Personal Attributes:

Strong analytical and problem-solving skills including the ability to troubleshoot and resolve complex data related issues
Strong verbal and written communication skills
Self-starter and entrepreneurial in approach
Ability to escalate and follow-up proactively
Good time management skills

Lab49/ION is committed to maintaining a supportive and inclusive environment for people with diverse backgrounds and experiences. We respect the varied identities abilities cultures and traditions of the individuals who comprise our organization and recognize the value that different backgrounds and points of view bring to our business.

Lab49/ION adheres to an equal employment opportunity policy that prohibits discriminatory practices or harassment against applicants or employees based on any legally impermissible factor.

We may use artificial intelligence (AI) tools to support parts of the hiring process such as reviewing applications analyzing resumes or assessing responses. These tools assist our recruitment team but do not replace human judgment. Final hiring decisions are ultimately made by humans. If you would like more information about how your data is processed please contact us.

Required Experience:

Senior IC