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