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The Role
The role involves designing and implementing EOD market data solutions, collaborating with teams, and ensuring data quality for pricing and risk calculations.
Summary Generated by Built In
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
- Data Modeling & Storage
- Infrastructure Development
- Collaboration
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 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.
- Strong Python (pandas, NumPy, data engineering best practices).
- Advanced SQL and Snowflake (schema design, warehouse management, streams/tasks, query optimization).
- ETL/ELT pipeline development
- 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
Technical
Domain Knowledge
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
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.
Top Skills
AWS
Python
Snowflake
SQL
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The Company
What We Do
Serving Luxembourg's IT needs since 2002, ION Group has focused its activities on 3 pillars:
ION Home: IT services for home users.
- Computer repair and maintenance
- Network Setup
- Internet Setup
- Email and Hosting Services
ION Pro: Maintenance for small and medium businesses
- Server maintenance and setup
- Network configuration and security
- Workstation
- Server and services hosting and housing
ION Development
- Website design and development
- Custom application development (Web, Mobile, iOS, Android)
- OpenSource software modifications
