AVP/VP - Market Risk Data

Background:

- The Market Data Analyst is principally responsible for time series data used for Risk calculations. This involves definition, sourcing, analysis, cleansing, calculation and derivation of the market data.

- To accomplish this task, the Market Data Analyst works with the Front office teams, market risk managers, market risk IT and external Market Data providers (either internal or external) to understand, define and document the project requirements/issues.

- The Market Data Analyst applies qualitative and quantitative techniques to analyse the data and produce recommendations.

Responsibilities :

The specific role comprises the following responsibilities:

- Sourcing of data from external data providers like and/or internal systems

- Conducting in-depth data analysis using qualitative and quantitative techniques

- Liaising with internal teams to ensure good quality data.ie : MRM / Front office/ MRO

- Analysis of reference data feeds

- Understanding of regulatory challenges like BCBS guidelines

- Assist with market risk methodology changes

- Perform proxy review analysis and provide inputs to Risk managers

- Provide solutions - fixing data issues, assisting projects such as BCBS implementations, market risk methodology changes etc.

Requirements:

- Post -Graduate in Finance

- Certified in Market risk management. Preferably FRM or CFA.

- Previous experience working for a Market Mata Provider or Investment Bank

- Strong market data expertise including price and curve based data

- Experience in sourcing of data from data providers and analysis/cleansing

- Understanding of risk factors and linkage with time series data

- Knowledge of financial products

- Knowledge of Corporate Actions

- Excellent Communication skills

- Attention to detail

- Strong analytical, problem solving and critical thinking skills

- Advanced Excel skills

- Advanced knowledge of Investment Banking products