Zombie snipers first appear in the 2nd level (Death Canal - Venice). They're highlighted with green auras while moving around, and will have a scope glint when they're about to shoot. That said, I found it was a lot easier to get this when defending the first section in the 4th level (Zombie Zoo).
The easiest way to get the achievement is to train your sights on them, and then take the shot JUST as they're about to jump. It seems like the window for them "jumping" between spots is pretty generous as far as the achievement is concerned.
FWIW: Although you can get in coop, it's also likely a little easier in solo play, as you can slow time down with your sniper focus.