Senior Market Data Developer – End-of-Day Pricing & Risk Infrastructure (Assistant Vice President)
Jefferies4 months ago
London, United KingdomStaff+
Responsibilities
- Source end-of-day market data by region from front-office marking systems and external providers.
- Validate and normalize market data across rates, FX, credit, equities, commodities, and other asset classes.
- Design and implement Snowflake data models for prices, volatility surfaces, credit spread curves, discount curves, and other risk data.
- Build reliable, scalable, and cost-efficient infrastructure for delivering market data to pricing engines.
- Optimize Snowflake queries and implement data quality checks and auditability controls.
- Integrate AWS SQS messaging for data readiness events.
- Collaborate with Market Data, Risk, and Risk Orchestration teams on canonical observables, lineage, and pricing and risk analytics requirements.
Requirements
- 7+ years of hands-on experience developing applications with relational databases and big-data platforms.
- Strong Python skills, including pandas, numpy, and data engineering best practices.
- Advanced SQL and Snowflake skills, including schema design, warehouse management, streams, tasks, and query optimization.
- Experience developing ETL/ELT pipelines.
- Domain knowledge of market data across multiple asset classes, including rates, FX, credit, equities, and commodities.
- Understanding of end-of-day pricing and risk inputs for VaR, sensitivities, and stress testing.
- Bachelor's degree, preferably in Computer Science, Engineering, Mathematics, or a similar technical discipline.
- Strong analytical, problem-solving, verbal, and written communication skills, with proactive follow-through and troubleshooting ability.