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 Reporting team are responsible for building and supporting Jefferies cloud-based, cross-asset risk management reporting platform. The platform generates risk reports for tens of thousands of cash and derivative trades which the firms risk managers use to assess Jefferies exposure to movements in equity prices, interest rates, FX rates, volatility and other market inputs. The reporting platform leverages cloud-based solutions, Snowflake for the database and warehousing, Astrato for dashboarding/business intelligence (BI), as well as internally built custom UI reporting solutions.

We are seeking a handson Developer to build and operate risk dashboards and reports leveraging Astratos direct-query connection to a Snowflake database containing all required risk and static data needed to produce the firms risk. The ideal candidate brings deep knowledge of data modeling and business intelligence fundamentals & concepts, and can optimize performance, reliability, and compute costs.

Primary Responsibilities: 

• Design, implement, and support scalable dashboards leveraging Astratos direct-query capabilities integrated with Snowflake data warehouses
• Optimize data models to normalize data to fit reporting needs, optimizing for performance to deliver accurate risk results in the least possible time
• Support existing reporting solutions in production to ensure timely daily delivery of reports and dashboarding refreshes as defined by SLAs
• Investigate platform issues reported by risk management and daily operational teams
• Collaborate with other internal IT teams to ensure a seamless end-to-end process for delivering risk reports.

Essential Experience/ Skills: 

• Data modelling and dashboard development experience, ideally using direct-query BI products, such as Sigma and Tableau. 
• Snowflake SQL expertise.
• Experience building and supporting risk management reports for one or more of the following asset classes (in order of importance) equities, fixed income, credit, FX & commodities
• Understanding of cash and derivative products and the risk measures for each i.e. delta, gamma, vega, theta, rho etc. 
• Understanding of the market data required to generate risk i.e. yield curves, volatility surfaces, credit curves, correlation matrices, spot fx etc
• Understanding of VAR, historical PNL vector generation, PNL generation, PNL attribution, custom risk scenarios etc
• CI/CD and change management process.
• Bachelors degree, preferably in Computer Science, Engineering, Mathematics, or similar technical discipline

Personal Attributes:

• Team player with strong analytical and problem-solving skills, including the ability to troubleshoot and resolve complex reporting or data issues
• Strong verbal and written communication skills
• Self-starter and entrepreneurial in approach
• Ability to escalate and follow-up proactively
• Good time management skills

Attention to detail

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.