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Senior Market Data Developer – End-of-Day Pricing & Risk Infrastructure (Contract) at ion
ionJersey City, NJ·1w ago
SeniorContractPythonAWS
Salary Range
$132,600 - $179,400 /year
This salary is estimated based on similar roles. The actual salary may vary.
About the Role
We are looking for a Market Data Developer to design and implement solutions for sourcing, storing, and delivering end-of-day (EOD) market data used in pricing and risk calculations. This role requires strong technical skills in Python, SQL, Snowflake, AWS, and deep domain knowledge of market data across multiple asset classes.
Key Responsibilities
- →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
- →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
- →Provide solutions to pricing engines to 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
- →Work closely with Market Data and Risk teams to define canonical market observables and maintain data lineage
- →Collaborate with Risk Orchestration team to ensure all market data inputs meet requirements for pricing and risk analytics
Requirements
- ✓7+ years of hands-on experience in developing applications using Relational Databases and Big-data platforms
- ✓Strong Python (pandas, NumPy, data engineering best practices)
- ✓Advanced SQL and Snowflake (schema design, warehouse management, streams/tasks, query optimization)
- ✓ETL/ELT pipeline development
- ✓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
- ✓Bachelor’s degree, preferably in Computer Science, Engineering, Mathematics, or similar technical discipline
- ✓Strong analytical and problem-solving skills
- ✓Strong verbal and written communication skills
- ✓Self-starter and entrepreneurial approach
- ✓Ability to escalate and follow-up proactively
- ✓Good time management skills
