Philosopher, on leaving, snakes around market (10)
I believe the answer is:
pythagoras
'philosopher' is the definition.
(Pythagoras is an example)
I can't explain the rest of the clue.
(Other definitions for pythagoras that I've seen before include "Greek with a theorem" , "Greek philosopher and mathematician, d. c 500 BC" , "theorem by this guy" , "Greek philosopher/mathematician" , "Ancient mathematician" .)