Market Risk Developer - Market Data

Job description

**Job Description:** We are seeking 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. The candidate will work closely with the **Risk Orchestration team** to 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 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. - **Collaboration** - Work closely 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. **Essential Experience/ Skills:** - **7+ years** of hands-on experience in developing applications using Relational Databases and Big-data platforms. - **Technical** - Strong **Python** (pandas, numpy, data engineering best practices). - Advanced **SQL** and **Snowflake** (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 #LI-JJ2