Senior Market Data Developer – End-of-Day Pricing & Risk Infrastructure (Assistant Vice President)

Jefferies
London
Workplace: OnsiteFull timeFunction: Software EngineeringExperience: 7+ yearsEducation: bachelorsSkills: ["Python","SQL","Snowflake","AWS","ETL/ELT"]

Senior Market Data Developer to design and implement solutions for sourcing, storing, and delivering end-of-day market data used in pricing and risk calculations. Requires strong Python, SQL, Snowflake, and AWS experience, plus deep knowledge of market data across asset classes. Collaborates with Risk Orchestration to provide accurate data inputs for pricing engines and risk models.

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FursaFursa
Jefferies
Jefferies
7 months ago

Senior Market Data Developer – End-of-Day Pricing & Risk Infrastructure (Assistant Vice President)

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Source: Company careers pageValidated by: Fursa AI
Last checked: 7 hours agoStatus: Live

Job Summary

Senior Market Data Developer to design and implement solutions for sourcing, storing, and delivering end-of-day market data used in pricing and risk calculations. Requires strong Python, SQL, Snowflake, and AWS experience, plus deep knowledge of market data across asset classes. Collaborates with Risk Orchestration to provide accurate data inputs for pricing engines and risk models.
Location: London
Workplace: Onsite
Employment Type: Full time
Job Function: Software Engineering

Key Responsibilities

  • •Data Sourcing & Integration: Source end-of-day market data by region from front-office marking systems and external providers; validate and normalize data across asset classes for pricing and risk consumption.
  • •Data Modeling & Storage: Design and implement Snowflake data models to persist end-of-day prices, volatility surfaces, credit spread curves, discount curves and other risk-related market data.
  • •Infrastructure Development: Provide solutions to pricing engines to deliver market data by region with high reliability and performance; build scalable Snowflake infrastructure and optimize queries; implement data quality checks and ensure auditability; integrate with AWS SQS for data readiness events.
  • •Collaboration: Work closely with Market Data and Risk teams to define canonical observables and maintain data lineage; collaborate with Risk Orchestration team to meet pricing and risk analytics requirements.
  • •Technical Excellence: Ensure data pipelines and storage solutions meet industry best practices for reliability, scalability, and auditability

Key Requirements

  • •7+ years of hands-on experience in developing applications using Relational Databases and Big-data platforms.
  • •Strong Python (pandas, numpy) and SQL with Snowflake experience including schema design, warehouse management, streams/tasks and query optimization; ETL/ELT pipeline development.
  • •Domain knowledge of 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.
  • •Bachelor’s degree in Computer Science, Engineering, Mathematics, or similar technical discipline
Experience:7+ yearsFinanceMarket dataRiskInvestment banking
Education:Bachelor's
Skills:PythonSQLSnowflakeAWSETL/ELT
Languages:English
Tech Stack:PythonSQLSnowflakeAWSETL/ELT

Company Brief

Jefferies
Global investment banking and capital markets firm providing advisory, underwriting, trading, research, and asset management services to corporations, governments, and institutional investors.
Industry: Banking
Company Size: Enterprise (1,001+ employees)
Revenue: USD 1B+
Growth: Public Company
Valuation: Public Company (Market Cap in USD)
Funding: IPO / Publicly Listed
Headquarters: New York, United States
Founded: 1962
WebsiteLinkedIn