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The opportunity to work in a critical function within the risk organization with a global presence, engaging with local and international colleagues and business partners
You will learn how the risk organization works, interact with risk managers, risk and pricing modelers
Participate in tasks across the breadth of services from front to back, cross team collaboration to learn about FO-data governance process and market data update function
Perform daily market data update process, clearing exceptions, altering rules and source mappings as necessary
Understand different VaR models and extreme move calculations to assess the impact of updates to market dataset
Perform analysis using the VaR engine to quantify impacts of versioned updates to the market data set and project releases
Evaluate quality and suitability of existing source data, mappings, and instrument type categorizations and associated rules (including benching decisions)
Liaise with source data providers (e.g. Internal / external sources, Front Office Analysts) as necessary to ensure continued provision of quality data, and arrange support for new market data
Undertake key projects to incorporate bulk new Instruments or asset classes including analyzing the quality and availability of market data
You will identify, propose and implement improvements and efficiencies by focusing on process, data quality and internal control improvements along with activities to drive cost savings by working in co-ordination across global teams
Collaboratively work with the team on current book of work items such as data quality issue resolution, front to back source data alignment
Identify areas of weakness in processes/systems and ensure that these are captured in the change management system
Liaise with market data and other risk systems IT support to specify and test system improvements.
Provide continued support for audit, model validation and regulatory response and remediation
The opportunity to work both independently and in a team
You Offer
You hold a Masters' degree in mathematics or finance / accounting or engineering
Preferable to have additional certification courses like FRM / PRM / CFA.
Experience in the field of Credit / Market risk (Preferably in the banking sector)
Basic understanding of Financial Products and Market Risk Management concepts across different asset and risk classes, the various risk factors (aka risk types) and the associated market data
Conceptual understanding of different VaR models and impact on VaR due to market moves
Experience on working with external data providers such as Bloomberg / Reuters / Markit.
Ability to work on MS Excel and manipulate large volumes of data
Knowledge of database concepts and experience querying databases using SQL is added advantage
Basel Guidelines - added advantage
Excellent interpersonal, written and verbal communication to allow effective interaction with business partners and colleagues in different regions
A curious nature, a desire to understand why things are done
Ability to cope up in stress conditions
High level of integrity, sense of urgency, attention to detail and quality standards
