At a Glance
- Tasks: Design and enhance market risk time series infrastructure using Snowflake and AWS.
- Company: Join a leading firm in risk management technology.
- Benefits: Competitive salary, career growth, and a dynamic work environment.
- Other info: Collaborative culture with opportunities for innovation and problem-solving.
- Why this job: Make a real impact on risk analytics with cutting-edge technology.
- Qualifications: 7+ years in data development, strong Python and SQL skills required.
The predicted salary is between 80000 - 100000 € 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.
The position is for a Techno-Functional Developer to design, enhance, and maintain the Market Risk Time Series infrastructure built on Snowflake and AWS. This role requires strong technical skills combined with deep domain expertise in market risk, including VaR, end-of-day market data, and historical time series. The candidate will work closely with the Market Data team and Risk stakeholders to ensure accurate, scalable, and auditable data solutions for risk analytics.
Primary Responsibilities:
- Data Sourcing & Integration: Source historical market data from multiple internal and external providers. Integrate with quant libraries to identify data quality issues and validate risk inputs.
- Data Quality & Remediation: Integrate with Quant APIs to detect and remediate common data quality issues (gaps, stale data, outliers, misalignments). Implement algorithms for gap-filling, back-filling, and anomaly correction to ensure data is fit for VaR and SVaR calculations.
- Infrastructure Development: Build and enhance Snowflake-based time series infrastructure for scalability and performance. Develop Python ETL/ELT pipelines and optimized SQL models for historical time series storage and retrieval.
- Collaboration & Governance: Work closely with Market Data and Risk teams to define canonical market observables and maintain data lineage. Ensure reproducibility and auditability of risk inputs for regulatory compliance.
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 (warehouse management, streams/tasks, query optimization).
- Domain Knowledge: Market risk concepts: VaR, SVaR, sensitivities, stress testing. Handling end-of-day market data and historical time series across asset classes.
- Techno-Functional: Ability to translate risk requirements into technical solutions and data contracts.
- 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 Risk Developer – Historical Timeseries (Vice President) in London employer: Jefferies Financial Group
As a Senior Market Risk Developer at our firm, you will be part of a dynamic Risk Technology group that fosters innovation and collaboration in a supportive environment. We offer competitive benefits, a strong focus on employee development, and the opportunity to work with cutting-edge technologies like Snowflake and AWS, all while contributing to critical risk management processes. Our inclusive work culture encourages professional growth and values your expertise, making it an excellent place for those seeking meaningful and rewarding employment.
StudySmarter Expert Advice🤫
We think this is how you could land Senior Market Risk Developer – Historical Timeseries (Vice President) in London
✨Tip Number 1
Network like a pro! Reach out to folks in the industry on LinkedIn or at events. A friendly chat can open doors that a CV just can't.
✨Tip Number 2
Show off your skills! If you’ve got a portfolio or projects that highlight your expertise in Python, SQL, or market risk, make sure to share them during interviews. It’s all about proving you can walk the walk.
✨Tip Number 3
Prepare for those tricky questions! Brush up on your knowledge of VaR, SVaR, and data quality issues. Being able to discuss these topics confidently will set you apart from the crowd.
✨Tip Number 4
Don’t forget to apply through our website! We love seeing candidates who are genuinely interested in joining us at StudySmarter. Plus, it makes tracking your application a breeze!
We think you need these skills to ace Senior Market Risk Developer – Historical Timeseries (Vice President) in London
Some tips for your application 🫡
Tailor Your CV:Make sure your CV speaks directly to the role of Senior Market Risk Developer. Highlight your experience with Python, SQL, and Snowflake, and don’t forget to mention your understanding of market risk concepts like VaR and SVaR.
Craft a Compelling Cover Letter:Your cover letter is your chance to shine! Use it to explain why you’re the perfect fit for this role. Share specific examples of how you've tackled data quality issues or built scalable infrastructures in the past.
Showcase Your Technical Skills:Don’t just list your skills; demonstrate them! If you’ve developed ETL pipelines or worked with quant libraries, make sure to include those details. We want to see your hands-on experience!
Apply Through Our Website:We encourage you to apply through our website for a smoother application process. It’s the best way for us to receive your application and get to know you better!
How to prepare for a job interview at Jefferies Financial Group
✨Know Your Tech Inside Out
Make sure you brush up on your technical skills, especially in Python, SQL, and Snowflake. Be ready to discuss how you've used these tools in past projects, particularly in relation to market risk and data integration.
✨Understand Market Risk Concepts
Familiarise yourself with key market risk concepts like VaR and SVaR. Be prepared to explain how these concepts apply to the role and how you've dealt with them in your previous experience.
✨Showcase Your Problem-Solving Skills
Prepare examples of complex data-related issues you've encountered and how you resolved them. This will demonstrate your analytical abilities and your approach to troubleshooting.
✨Communicate Effectively
Practice articulating your thoughts clearly and concisely. Since collaboration is key in this role, being able to communicate your ideas and solutions effectively will set you apart from other candidates.
