Senior Snowflake Developer – Risk Technology (Contract)

We are seeking aSenior Snowflake Developerto design, optimize, and enhance theMarket Risk Time Series infrastructurebuilt onSnowflake. This role requires deep expertise in Snowflake development, schema design, and performance tuning, combined with strong Python skills and domain knowledge in market risk. The candidate will work closely with theMarket Data teamand Risk stakeholders to ensure accurate, scalable, and auditable data solutions for VaR and SVaR calculations.

Design and implement efficient and bi-temporal schemas leveraging micro-partitioning and clustering keys for optimal performance.

Develop and optimize SQL queries, stored procedures, and Snowpark-based transformations.

Implement query performance tuning and cost optimization strategies.

Build and maintain Python-based ETL/ELT pipelines for sourcing historical market data from internal and external providers.

Integrate with quant libraries to identify data quality issues and validate risk inputs.

Detect and remediate common data quality issues (gaps, stale data, outliers).

Implement algorithms for gap-filling, back-filling, and anomaly correction to ensure data is fit for VaR and SVaR calculations.

Snowflake Expertise

Programming

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.