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.

Bachelor’s 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

Additional Information

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.

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

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