Senior Market Risk Developer; Market Data

A financial firm is looking for a Senior Market Risk Developer (Market Data) to join their team in New York, NY.

Pay: 850-900/day

Location:

NYC; 3-4 days a week onsite

U.S. Citizens/GC Holders Only;
No visa sponsorship

• Technical:
  Snowflake SQL, Python
• Cloud: AWS (nice to have)

• 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 with Market Data and Risk teams to define canonical market observables and maintain data lineage
• Work closely with Risk Orchestration team to ensure all market data inputs meet requirements for pricing and risk analytics

• Bachelor s degree, preferably in Computer Science, Engineering, Mathematics, or similar technical discipline
• 7+ years of hands-on experience in developing applications using Relational Databases and Big-data platforms
• Advanced SQL and Snowflake (schema design, warehouse management, streams/tasks, query optimization)
• Understanding of EOD pricing and risk inputs for VaR, sensitivities, and stress testing
• 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