Senior Market Risk Developer – Historical Timeseries (Vice President)

Job description

Senior Market Risk Developer – Historical Timeseries 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. The position is for a Techno-Functional Developer to design, enhance, and maintain the Market Risk Time Series infrastructure built on Snowflake and AWS. This role requires strong technical skills combined with deep domain expertise in market risk, including VaR, end-of-day market data, and historical time series. The candidate will work closely with the Market Data team and Risk stakeholders to ensure accurate, scalable, and auditable data solutions for risk analytics. Primary Responsibilities: - Data Sourcing & Integration - Source historical market data from multiple internal and external providers. - Integrate with quant libraries to identify data quality issues and validate risk inputs. - Data Quality & Remediation - Integrate with Quant APIs to detect and remediate common data quality issues (gaps, stale dat...