Senior Market Risk Developer – Historical Timeseries (Vice President)
- Hiring Organisation
- Jefferies Financial Group
- Location
- London, United Kingdom
- Salary
- £ 100 K
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 … 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 ...