Senior Market Risk Developer – Historical Timeseries (Vice President)

Jefferies
London
Workplace: OnsiteFull timeFunction: Software EngineeringExperience: 7+ yearsEducation: bachelorsSkills: ["Analytical","Problem-solving","Communication","Time management","Initiative"]

Senior Market Risk Developer to design, enhance, and maintain Snowflake-based time series infrastructure for market risk analytics. You’ll build Python ETL/ELT pipelines, optimise SQL models, and collaborate with Market Data and Risk teams to ensure accurate, auditable data for VaR/SVaR calculations across asset classes in a Snowflake/AWS environment.

Loading

Loading job details...

Preparing the role view and application actions.

FursaFursa
Jefferies
Jefferies
7 months ago

Senior Market Risk Developer – Historical Timeseries (Vice President)

✓ Verified Job

Canonical indexed version, validated from employer's careers page.

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

Job Summary

Senior Market Risk Developer to design, enhance, and maintain Snowflake-based time series infrastructure for market risk analytics. You’ll build Python ETL/ELT pipelines, optimise SQL models, and collaborate with Market Data and Risk teams to ensure accurate, auditable data for VaR/SVaR calculations across asset classes in a Snowflake/AWS environment.
Location: London
Workplace: Onsite
Employment Type: Full time
Job Function: Software Engineering
Seniority: Sr. Manager level

Key Responsibilities

  • •Data Sourcing & Integration: Source historical market data from multiple internal and external providers and validate risk inputs with quant libraries.
  • •Data Quality & Remediation: Detect and remediate data quality issues (gaps, stale data, outliers) and implement gap-filling, back-filling, and anomaly correction for VaR/SVaR readiness.
  • •Infrastructure Development: Build and enhance Snowflake-based time series infrastructure and develop Python ETL/ELT pipelines and optimized SQL models.
  • •Collaboration & Governance: Define canonical market observables with Market Data and Risk teams and ensure reproducibility/auditability of risk inputs for regulatory compliance.
  • •Performance & Reliability: Optimise data workflows for scalability and provide auditable data lineage across the risk analytics platform.

Key Requirements

  • •7+ years of hands-on experience with Relational Databases and Big-data platforms
  • •Strong Python (pandas, numpy, data engineering best practices)
  • •Advanced SQL and Snowflake (warehouse management, streams/tasks, query optimization)
  • •Domain knowledge of market risk concepts (VaR, SVaR, sensitivities, stress testing)
  • •Bachelor’s degree in Computer Science, Engineering, Mathematics, or similar technical discipline
Experience:7+ yearsFinanceRisk managementBankingCapital markets
Education:Bachelor's in Computer Science-
Skills:AnalyticalProblem-solvingCommunicationTime managementInitiative
Languages:English
Tech Stack:PythonPandasNumpySnowflakeSQLETLAWS

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