What is Walter's Job exactly?

Meh, it works for the snow globe. And anyway, judging by the building's current tenants (Air China, Boy Scouts of America, Croatian National Tourist Board, Federal Deposit Insurance Corporation, Filipino Reporter, LinkedIn), a children's book publisher wouldn't be so out of the question.

There are a lot of book publishing companies located in New York in real life. See this list:
https://en.wikipedia.org/wiki/Category:Book_publishing_companies_based_in_New_York

He is an editor of children's books (a very sloppy one, it seems). He works for a publisher, but he isn't one himself.

We have to remember ... this is a story about Santa Claus, so anything goes.