Senior Market Data Developer – End-of-Day Pricing & Risk Infrastructure (Contract)

New York City, NY - USA

Monthly Salary: Not Disclosed

Posted on: 30+ days ago

Vacancies: 1 Vacancy

Job Summary

We are seeking aMarket Data Developerto design and implement solutions for sourcing storing and deliveringend-of-day (EOD) market dataused in pricing and risk calculations. This role requires strong technical skills inPython SQL Snowflake AWS and deep domain knowledge of market data across multiple asset classes. The candidate will work closely with theRisk Orchestration teamto provide accurate and timely market data inputs for pricing engines and risk models.

Primary Responsibilities:

Data Sourcing & Integration

Source EOD market data by region from various front-office marking systems and external providers.

Validate and normalize data across asset classes for pricing and risk consumption.

Data Modeling & Storage

Design and implement data models in Snowflake to persist:End-of-day prices Volatility surfaces Credit spread curves Discount curves and other risk-related market data

Infrastructure Development

Provide solutions topricing enginesto deliver market data by region with high reliability and performance.

Build scalable cost-efficient Snowflake infrastructure and optimize queries for performance.

Implement data quality checks and ensure auditability.

Integrate with AWS SQS messaging for data readiness events.

Collaboration

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

Work closely withRisk Orchestration teamto ensure all market data inputs meet requirements for pricing and risk analytics.

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(schema design warehouse management streams/tasks query optimization).
ETL/ELT pipeline development

Domain Knowledge

Market data concepts across multiple asset classes (Rates FX Credit Equities Commodities).
Understanding of EOD pricing and risk inputs for VaR sensitivities and stress testing.
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