Filtr uses AI to scan 1000+ jobs and finds postings that perfectly matches your resume

Lab49/ION is seeking to design, optimize, and enhance the Market Risk Time Series infrastructure built on Snowflake

Requirements

• 7+ years of hands-on experience in developing applications using Relational Databases and Big-data platforms
• 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
• Advanced Python for data engineering and integration

Responsibilities

• 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
• 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
• 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

Other

• 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