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ION · 1 week ago

Senior Market Risk Developer – Historical Timeseries (Contract)

Jersey City, NJ

Contract

Onsite

Senior Level

7+ years exp

ION is a company focused on providing innovative technology solutions, and they are seeking a Senior Market Risk Developer. This role involves designing and maintaining the Market Risk Time Series infrastructure, ensuring data accuracy and compliance while collaborating with various teams.

AccountingAsset ManagementFinanceFinancial ServicesSoftware

H1B Sponsor Likely

Responsibilities

Source historical market data from multiple internal and external providers

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

Integrate with Quant APIs to detect and remediate common data quality issues (gaps, stale data, outliers, misalignments)

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

Build and enhance Snowflake-based time series infrastructure for scalability and performance

Develop Python ETL/ELT pipelines and optimized SQL models for historical time series storage and retrieval

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

Qualification

PythonSQLSnowflakeMarket risk conceptsRelational DatabasesBig-data platformsAnalytical 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 (warehouse management, streams/tasks, query optimization)

Market risk concepts: VaR, SVaR, sensitivities, stress testing

Handling end-of-day market data and historical time series across asset classes

Ability to translate risk requirements into technical solutions and data contracts

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)