Job Description

This role is for a Techno-Functional Developer to design, enhance, and maintain the Market Risk Time Series infrastructure built on Snowflake and AWS. The position requires strong technical skills and deep domain expertise in market risk, including VaR and historical time series.

Responsibilities

• Source historical market data from internal and external providers
• Integrate with quant libraries to validate risk inputs
• Detect and remediate data quality issues
• Implement algorithms for gap-filling and anomaly correction
• Build and enhance Snowflake-based time series infrastructure
• Develop Python ETL/ELT pipelines and SQL models
• Define canonical market observables and maintain data lineage
• Ensure reproducibility and auditability of risk inputs

Requirements

• 7+ years of experience in developing applications using Relational Databases and Big-data platforms
• Strong Python (pandas, numpy)
• Advanced SQL and Snowflake
• Market risk concepts (VaR, SVaR)
• Handling end-of-day market data and historical time series
• Ability to translate risk requirements into technical solutions
• Bachelor’s degree in Computer Science, Engineering, Mathematics, or similar

Benefits

• No benefits