Senior Market Risk Developer - Historical Timeseries (Vice President)
- Hiring Organisation
- Jefferies Financial Group
- Location
- London, UK
Senior Market Risk Developer – Historical TimeseriesPosition/Group description: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 … 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 ...