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ION · 4 days ago

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

New York, United States

Contract

Onsite

Senior Level

7+ years exp

ION is seeking a Market Data Developer to design and implement solutions for sourcing, storing, and delivering end-of-day market data used in pricing and risk calculations. The role involves collaborating with teams to ensure accurate and timely market data inputs for pricing engines and risk models, leveraging strong technical skills in Python, SQL, and Snowflake.

AccountingAsset ManagementFinanceFinancial ServicesSoftware

H1B Sponsor Likely

Responsibilities

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

Qualification

PythonSQLSnowflakeMarket data knowledgeAWSETL/ELT developmentAnalytical skillsProblem-solving skillsCommunication skillsTime management

Required

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

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

Company

ION

Glassdoor3.3

ION Group provides solutions for electronic trading, position management, pricing, risk management, and downstream processing for clients.

Founded in 1998

New York, New York, USA

10001+ employees

https://iongroup.com

H1B Sponsorship

ION has a track record of offering H1B sponsorships. Please note that this does not guarantee sponsorship for this specific role. Below presents additional info for your reference. (Data Powered by US Department of Labor)

Distribution of Different Job Fields Receiving Sponsorship

Represents job field similar to this job

Trends of Total Sponsorships

2025 (2)

2024 (1)

2022 (2)

2021 (4)