6 months ago
Pune, IndiaStaff+
Responsibilities
- Design and implement efficient bi-temporal Snowflake schemas using micro-partitioning and clustering keys.
- Develop and optimize SQL queries, stored procedures, and Snowpark-based transformations.
- Tune query performance and optimize costs.
- Build and maintain Python-based ETL/ELT pipelines for historical market data from internal and external providers.
- Integrate with quantitative libraries to identify data-quality issues and validate risk inputs.
- Detect and remediate gaps, stale data, outliers, and other data-quality problems.
- Implement gap-filling, back-filling, and anomaly-correction algorithms for VaR and SVaR calculations.
- Work with Market Data and Risk stakeholders to deliver accurate, scalable, and auditable data solutions.
Requirements
- At least 8 years of hands-on experience developing applications with relational databases and big-data platforms.
- Strong experience with Snowflake schema design, micro-partitioning, clustering, and query optimization.
- Proficiency with Snowpark and stored procedures.
- Expert-level SQL skills for complex queries and performance tuning.
- Advanced Python skills for data engineering and integration.
- Market-risk domain knowledge, including familiarity with VaR and SVaR calculations.
- Strong analytical and problem-solving skills for complex data issues.
- Strong verbal and written communication skills.
- Ability to work proactively, manage time effectively, self-start, and follow up on issues.
Benefits
- Jefferies is an equal employment opportunity employer committed to providing opportunities regardless of protected characteristics.
- Reasonable accommodations are available to qualified individuals with disabilities under applicable law.
About Jefferies
Jefferies is a global investment banking and capital markets firm serving corporations, financial institutions, governments, and individuals with M&A advisory, underwriting, sales and trading, research, and wealth management. Founded in 1962 and headquartered in New York, it operates from 40+ offices worldwide. The firm earns fees and trading revenues and is owned by publicly traded Jefferies Financial Group (NYSE: JEF).