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- 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, flexible working options, and opportunities for professional growth.
- Why this job: Make a real impact on risk analytics with cutting-edge technology.
- Qualifications: 7+ years in application development, strong Python and SQL skills required.
- Other info: Collaborative environment with a focus on innovation and career advancement.
The predicted salary is between 48000 - 72000 £ 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 elevate and follow-up proactively.
- Good time management skills.
Senior Market Risk Developer - Historical Timeseries employer: Jefferies
Contact Detail:
Jefferies Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Senior Market Risk Developer - Historical Timeseries
✨Network Like a Pro
Get out there and connect with folks in the industry! Attend meetups, webinars, or even just grab a coffee with someone who works in market risk. Building relationships can open doors that job applications alone can't.
✨Show Off Your Skills
When you land an interview, don’t just talk about your experience—show it! Bring examples of your work, like code snippets or project summaries, to demonstrate your technical prowess in Python and SQL. Let them see what you can do!
✨Ask Smart Questions
During interviews, ask insightful questions about the team’s challenges or the tech stack they use. This shows you’re genuinely interested and helps you gauge if the role is the right fit for you. Plus, it makes you stand out!
✨Apply Through Our Website
Don’t forget to apply directly 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 Risk Developer - Historical Timeseries
Some tips for your application 🫡
Tailor Your CV: Make sure your CV is tailored to the Senior Market Risk Developer role. Highlight your experience with Python, SQL, and Snowflake, and don’t forget to mention any relevant market risk 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 market risk and how your background makes you a perfect fit for our team. Keep it concise but engaging – we love a good story!
Showcase Your Technical Skills: In your application, be sure to showcase your technical skills clearly. Mention specific projects where you’ve developed applications using relational databases or big data platforms. We’re keen to see how you’ve tackled challenges in the past!
Apply Through Our Website: Don’t forget to apply through our website! It’s the best way for us to receive your application and ensures you’re considered for the role. Plus, it gives you a chance to explore more about StudySmarter and what we do!
How to prepare for a job interview at Jefferies
✨Know Your Market Risk Concepts
Make sure you brush up on your knowledge of market risk concepts like VaR and SVaR. Be ready to discuss how these concepts apply to the role and how you've used them in past projects. This will show that you not only understand the technical side but also the domain expertise required for the position.
✨Showcase Your Technical Skills
Prepare to demonstrate your proficiency in Python, SQL, and Snowflake. Bring examples of your previous work, especially any ETL/ELT pipelines or data quality remediation projects you've handled. Being able to talk through your code and decisions will impress the interviewers.
✨Emphasise Collaboration Experience
Since this role involves working closely with Market Data and Risk teams, be ready to share examples of how you've successfully collaborated in the past. Highlight your communication skills and how you've navigated complex team dynamics to achieve project goals.
✨Prepare Questions About the Role
Have a few insightful questions prepared about the company's risk platform and the specific challenges they face. This shows your genuine interest in the role and helps you assess if it's the right fit for you. Plus, it gives you a chance to engage with the interviewers on a deeper level.
