Position / 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 and credit.
We are seeking a Senior Snowflake Developer to design, optimize, and enhance the Market Risk Time Series infrastructure built on Snowflake. This role requires deep expertise in Snowflake development, schema design, and performance tuning, combined with strong Python skills and domain knowledge in market risk. The candidate will work closely with the Market Data team and Risk stakeholders to ensure accurate, scalable, and auditable data solutions for VaR and SVaR calculations.
Primary Responsibilities:
- Snowflake Development
- Design and implement efficient and bi-temporal schemas leveraging micro-partitioning and clustering keys for optimal performance.
- Develop and optimize SQL queries, stored procedures, and Snowpark-based transformations.
- Implement query performance tuning and cost optimization strategies.
- Data Engineering
- Build and maintain Python-based ETL/ELT pipelines for sourcing historical market data from internal and external providers.
- Integrate with quant libraries to identify data quality issues and validate risk inputs.
- Data Quality & Remediation
- Detect and remediate common data quality issues (gaps, stale data, outliers).
- Implement algorithms for gap-filling, back-filling, and anomaly correction to ensure data is fit for VaR and SVaR calculations.
Essential Experience/ Skills:
- 7+ years of hands-on experience in developing applications using Relational Databases and Big-data platforms.
- Snowflake Expertise
- Strong experience in schema design, micro-partitioning, clustering, and query optimization.
- Proficiency in Snowpark and stored procedures.
- Expert-level SQL for complex queries and performance tuning.
- Programming
- Advanced Python for data engineering and integration.
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
Jefferies is a leading global, full-service investment banking and capital markets firm that provides advisory, sales and trading, research, and wealth and asset management services. With more than 40 offices around the world, we offer insights and expertise to investors, companies, and governments.
At Jefferies, we believe that diversity fosters creativity, innovation and thought leadership through the infusion of new ideas and perspectives. We have made a commitment to building a culture that provides opportunities for all employees regardless of our differences and supports a workforce that is reflective of the communities where we work and live. As a result, we are able to pool our collective insights and intelligence to provide fresh and innovative thinking for our clients.
Jefferies is an equal employment opportunity employer, and takes affirmative action to ensure that all qualified applicants will receive consideration for employment without regard to race, creed, color, national origin, ancestry, religion, gender, pregnancy, age, physical or mental disability, marital status, sexual orientation, gender identity or expression, veteran or military status, genetic information, reproductive health decisions, or any other factor protected by applicable law. We are committed to hiring the most qualified applicants and complying with all federal, state, and local equal employment opportunity laws. As part of this commitment, Jefferies will extend reasonable accommodations to individuals with disabilities, as required by applicable law.
