Senior Market Risk Developer – Historical Timeseries (Contract)
ION GroupJersey City, NJ
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Job Description
The position is for a Techno-Functional Developer to design, enhance, and maintain the Market Risk Time Series infrastructure built on Snowflake and AWS. This role requires strong technical skills combined with deep domain expertise in market risk, including VaR, end-of-day market data, and historical time series. The candidate will work closely with the Market Data team and Risk stakeholders to ensure accurate, scalable, and auditable data solutions for risk analytics.
Primary Responsibilities:
- Data Sourcing & Integration
Source historical market data from multiple internal and external providers.
Integrate with quant libraries to identify data quality issues and validate risk inputs.
- Data Quality & Remediation
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.
- Infrastructure Development
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.
- Collaboration & Governance
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.
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 (warehouse management, streams/tasks, query optimization).
Domain Knowledge:
- Market risk concepts: VaR, SVaR, sensitivities, stress testing.
- Handling end-of-day market data and historical time series across asset classes.
Techno-Functional
- Ability to translate risk requirements into technical solutions and data contracts.
- 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
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.
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FAQs About Senior Market Risk Developer – Historical Timeseries (Contract) Jobs at ION Group
What is the work location for this position at ION Group?
This job at ION Group is located in Jersey City, NJ, according to the details provided by the employer. Some roles may also include multiple work locations depending on the requirement.
What pay range can candidates expect for this role at ION Group?
Employer has not shared pay details for this role.
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