The position is for aTechno-Functional Developerto design, enhance, and maintain theMarket Risk Time Series infrastructurebuilt onSnowflakeand AWS.This role requires strong technical skills combined with deep domain expertise in market risk, includingVaR,end-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.

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 Risk Developer – Historical Timeseries (Contract)

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