Senior Market Risk Developer (Market Data)

A financial firm is looking for a Senior Market Risk Developer (Market Data) to join their team in New York, NY. Pay: $850-900/day Location: NYC; 3-4 days a week onsite U.S. Citizens/GC Holders Only; No visa sponsorship Main Requirements: Market Risk – Market Data Technical: Snowflake SQL, Python Cloud: AWS (nice to have) 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 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 Qualifications: • 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 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 • 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