Market Data Developer (12+ Years

Overview

Hybrid
Depends on Experience
Contract - W2
Contract - 8 Month(s)
No Travel Required
Unable to Provide Sponsorship

Skills

Data Quality
Extract, Transform, Load
Market Analysis
Market Data
ELT
EOD
Modeling
NumPy
RDBMS
Problem Solving
Stress Testing

Job Details

Job Summary:
Seeking an experienced Market Data Developer to design and build end-of-day (EOD) market data solutions supporting pricing and risk analytics. The role focuses on sourcing, modeling, validating, and delivering high-quality market data across multiple asset classes using Python, SQL, Snowflake, and AWS.

Key Responsibilities:

  • Source, validate, and normalize EOD market data from internal systems and external providers

  • Design and maintain Snowflake data models for prices, curves, volatility surfaces, and risk data

  • Build scalable, high-performance data pipelines and infrastructure on Snowflake and AWS

  • Implement data quality checks, auditability, and data readiness events (AWS SQS)

  • Collaborate with Market Data and Risk Orchestration teams to ensure accurate pricing and risk inputs

Required Skills & Experience:

  • 7+ years of experience in data/application development on RDBMS and big-data platforms

  • Strong Python (pandas, NumPy) and advanced SQL

  • Hands-on Snowflake experience (schema design, optimization, streams/tasks)

  • ETL/ELT pipeline development experience

  • Market data knowledge across asset classes (Rates, FX, Credit, Equities, Commodities)

  • Understanding of EOD pricing and risk metrics (VaR, sensitivities, stress testing)

  • Bachelor’s degree in Computer Science, Engineering, Mathematics, or related field

Additional Skills:

  • Strong analytical, problem-solving, and troubleshooting abilities

Employers have access to artificial intelligence language tools (“AI”) that help generate and enhance job descriptions and AI may have been used to create this description. The position description has been reviewed for accuracy and Dice believes it to correctly reflect the job opportunity.