Lab49/ION is seeking to design and implement solutions for sourcing, storing, and delivering end-of-day (EOD) market data used in pricing and risk calculations
Requirements
Strong Python (pandas, NumPy, data engineering best practices)
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.
Design and implement solutions for sourcing, storing, and delivering end-of-day (EOD) market data used in pricing and risk calculations
Other
Bachelor’s degree, preferably in Computer Science, Engineering, Mathematics, or similar technical discipline
7+ years of hands-on experience in developing applications using Relational Databases and Big-data platforms
Strong analytical and problem-solving skills, including the ability to troubleshoot and resolve complex data related issues
