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

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

London Full-Time 70000 - 90000 £ / year (est.) No home office possible
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At a Glance

  • Tasks: Design and implement solutions for sourcing and delivering end-of-day market data.
  • Company: Join a leading firm in risk technology with a global impact.
  • Benefits: Competitive salary, flexible working options, and opportunities for professional growth.
  • Other info: Collaborative environment with a focus on innovation and career advancement.
  • Why this job: Make a real difference in risk management using cutting-edge technology.
  • Qualifications: 7+ years in application development with strong skills in Python, SQL, and Snowflake.

The predicted salary is between 70000 - 90000 £ per year.

The Risk Technology group builds and supports a global risk platform enabling the Risk Management group to oversee all areas of risk across the Firm. The risk platform provides capabilities for measuring, quantifying, analyzing, reporting, and controlling exposures across market and credit.

We are seeking a Market Data Developer to design and implement solutions for sourcing, storing, and delivering end-of-day (EOD) market data used in pricing and risk calculations. This role requires strong technical skills in Python, SQL, Snowflake, AWS, and deep domain knowledge of market data across multiple asset classes. The candidate will work closely with the Risk Orchestration team to provide accurate and timely market data inputs for pricing engines and risk models.

Primary Responsibilities:

  • Data Sourcing & Integration: 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.
  • Data Modeling & Storage: 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.
  • Infrastructure Development: 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.
  • Collaboration: Work closely with Market Data and Risk teams to define canonical market observables and maintain data lineage. Work closely with the Risk Orchestration team to ensure all market data inputs meet requirements for pricing and risk analytics.

Essential Experience/ Skills:

  • 7+ years of hands-on experience in developing applications using Relational Databases and Big-data platforms.
  • Technical: Strong Python (pandas, numpy, data engineering best practices). Advanced SQL and Snowflake (schema design, warehouse management, streams/tasks, query optimization). ETL/ELT pipeline development.
  • Domain Knowledge: 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, preferably in Computer Science, Engineering, Mathematics, or similar technical discipline.

Personal Attributes:

  • 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.

Senior Market Data Developer – End-of-Day Pricing & Risk Infrastructure (Assistant Vice President) in London employer: Jefferies Financial Group

As a Senior Market Data Developer within our Risk Technology group, you will thrive in a dynamic and collaborative environment that prioritises innovation and professional growth. Our commitment to employee development is reflected in our comprehensive training programmes and mentorship opportunities, ensuring you can advance your career while contributing to cutting-edge risk management solutions. Located in a vibrant city, we offer a competitive benefits package, flexible working arrangements, and a culture that values diversity and inclusion, making us an exceptional employer for those seeking meaningful and rewarding work.
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Contact Detail:

Jefferies Financial Group Recruiting Team

StudySmarter Expert Advice 🤫

We think this is how you could land Senior Market Data Developer – End-of-Day Pricing & Risk Infrastructure (Assistant Vice President) in London

Tip Number 1

Network like a pro! Reach out to folks in the industry, attend meetups, and connect with people on LinkedIn. You never know who might have the inside scoop on job openings or can refer you directly.

Tip Number 2

Prepare for those interviews by brushing up on your technical skills. Since this role requires strong Python and SQL knowledge, practice coding challenges and be ready to discuss your past projects in detail.

Tip Number 3

Showcase your domain knowledge! Be prepared to talk about market data concepts and how they relate to risk management. This will demonstrate your understanding of the role and make you stand out.

Tip Number 4

Don’t forget to apply through our website! It’s the best way to ensure your application gets seen by the right people. Plus, we love seeing candidates who are proactive about their job search.

We think you need these skills to ace Senior Market Data Developer – End-of-Day Pricing & Risk Infrastructure (Assistant Vice President) in London

Python
SQL
Snowflake
AWS
Data Sourcing
Data Integration
Data Modeling
ETL/ELT Pipeline Development
Market Data Knowledge
Risk Analytics
Analytical Skills
Problem-Solving Skills
Communication Skills
Time Management

Some tips for your application 🫡

Tailor Your CV: Make sure your CV is tailored to the Senior Market Data Developer role. Highlight your experience with Python, SQL, and Snowflake, and don’t forget to mention any relevant market data knowledge you have. We want to see how your skills match what we're looking for!

Craft a Compelling Cover Letter: Your cover letter is your chance to shine! Use it to explain why you're passionate about risk technology and how your background makes you a great fit for our team. Keep it concise but engaging – we love a good story!

Showcase Your Projects: If you've worked on any projects related to market data or risk infrastructure, make sure to include them in your application. We’re keen to see real examples of your work and how you’ve tackled challenges in the past.

Apply Through Our Website: We encourage you to apply through our website for the best chance of getting noticed. It’s super easy, and you’ll be able to keep track of your application status. Plus, we love seeing applications come directly from our site!

How to prepare for a job interview at Jefferies Financial Group

Know Your Tech Inside Out

Make sure you brush up on your Python, SQL, and Snowflake skills. Be ready to discuss specific projects where you've used these technologies, especially in relation to market data. Prepare to explain your approach to data modelling and how you've optimised queries in the past.

Understand Market Data Concepts

Familiarise yourself with end-of-day pricing and risk inputs across various asset classes. Be prepared to discuss how you’ve sourced and validated market data in previous roles. Showing a solid grasp of concepts like VaR and stress testing will definitely impress.

Showcase Your Problem-Solving Skills

Prepare examples of complex data-related issues you've encountered and how you resolved them. This role requires strong analytical skills, so demonstrating your ability to troubleshoot effectively will be key during the interview.

Communicate Clearly and Confidently

Since collaboration is crucial in this role, practice articulating your thoughts clearly. Be ready to discuss how you've worked with cross-functional teams in the past, particularly in defining market observables and ensuring data quality.

Senior Market Data Developer – End-of-Day Pricing & Risk Infrastructure (Assistant Vice President) in London
Jefferies Financial Group
Location: London

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