Associate - Market Risk Data BAU

As a BAU Associate, your responsibilities will include:

- Responsibility for market data BAU processes, and market data quality and remediation work in relation to market and counterparty credit risk, offering guidance where required to more junior team members

- Interacting with Production Services and Risk IT teams in order to resolve feed and system issues

- Maintaining a robust version control system that includes historic versions of the role profile, dates of change and any delegations of authority

- Working directly with risk managers to determine suitable sources of data, and suitable proxies where no such source exists

- Overseeing the production of impact analysis reports following changes to market data

Skills you need

- Strong problem-solving and analysis skills; MS Excel

- Working experience with Bloomberg, Reuters and Markit APIs

- An understanding of VaR and Market Risk and counterparty credit risk

- Programming and/or scripting skills, and writing SQL queries

- Knowledge of quantitative finance and market and counterparty credit risk management across multiple asset classe