AVP - Snowflake Developer - Market Risk- Risk Technology

Jefferies
Pune
Full timeFunction: Software EngineeringEducation: bachelorsSkills: ["Analytical problem-solving","Communication","Self-starter","Proactive follow-up","Time management"]

Design and implement solutions to source, store, and deliver end-of-day market data used in pricing and risk calculations. Build Snowflake data models for risk-related market observables, optimize infrastructure for reliable, high-performance delivery to pricing engines, and add data quality/auditability checks. Collaborate with Market Data and Risk teams, including the Risk Orchestration team, to ensure canonical data inputs for VaR, sensitivities, and stress testing.

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FursaFursa
Jefferies
Jefferies
2 months ago

AVP - Snowflake Developer - Market Risk- Risk Technology

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Source: Company careers pageValidated by: Fursa AI
Last checked: 12 hours agoStatus: Live

Job Summary

Design and implement solutions to source, store, and deliver end-of-day market data used in pricing and risk calculations. Build Snowflake data models for risk-related market observables, optimize infrastructure for reliable, high-performance delivery to pricing engines, and add data quality/auditability checks. Collaborate with Market Data and Risk teams, including the Risk Orchestration team, to ensure canonical data inputs for VaR, sensitivities, and stress testing.
Location: Pune
Employment Type: Full time
Job Function: Software Engineering
Seniority: Mid level

Key Responsibilities

  • •Source and integrate end-of-day market data by region from front-office systems and external providers.
  • •Validate and normalize market data across asset classes for pricing and risk consumption.
  • •Design and implement Snowflake data models to persist end-of-day prices and other risk-related observables.
  • •Deliver market data to pricing engines with high reliability and performance, optimizing Snowflake queries and implementing data quality checks and auditability.
  • •Partner with Market Data, Risk teams, and the Risk Orchestration team to maintain data lineage and meet pricing and risk analytics requirements.

Key Requirements

  • •7+ years developing applications using relational databases and big-data platforms.
  • •Strong Python experience (pandas, numpy, data engineering best practices).
  • •Advanced SQL and Snowflake skills (schema design, warehouse management, streams/tasks, query optimization).
  • •Experience building ETL/ELT pipelines.
  • •Domain knowledge of market data across asset classes and EOD pricing/risk inputs for VaR, sensitivities, and stress testing.
Experience:Market dataPricingRiskCapital markets
Education:Bachelor's
Skills:Analytical problem-solvingCommunicationSelf-starterProactive follow-upTime management
Tech Stack:PythonPandasNumpySQLSnowflakeAWSETLELTAWS SQS

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