Yoh, A Day & Zimmermann Company ยท 1 day ago
Senior Market Data Developer
Yoh, A Day & Zimmermann Company is seeking a Senior 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 working closely with the Risk Orchestration team to provide accurate market data inputs for pricing engines and risk models.
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
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
Benefits
Medical, Prescription, Dental & Vision Benefits (for employees working 20+ hours per week)
Health Savings Account (HSA) (for employees working 20+ hours per week)
Life & Disability Insurance (for employees working 20+ hours per week)
MetLife Voluntary Benefits
Employee Assistance Program (EAP)
401K Retirement Savings Plan
Direct Deposit & weekly epayroll
Referral Bonus Programs
Certification and training opportunities
Company
Yoh, A Day & Zimmermann Company
At Yoh, we focus on helping you precisely navigate and fulfill your talent demands.
H1B Sponsorship
Yoh, A Day & Zimmermann Company 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 (57)
2024 (28)
2023 (27)
2022 (25)
2021 (28)
2020 (27)
Funding
Current Stage
Late StageLeadership Team
Recent News
Philadelphia Business Journal
2025-01-11
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