Job Description: Market risk infrastructure support team provides system and data support for critical market risk and liquidity risk functions of the bank and its subsidiaries globally. The team develops and maintains in-house data applications that extract data from trading systems and monitor risk measures and limits. The team also collaborates with IT and manages vendor provided risk systems. Data engineers in the team are responsible for developing data extraction and transformation programs, formatted reports and dashboard visualization, and tools for static data maintenance and workflow. They participate in and contribute to internal and cross departmental projects such as upgrading our systems and delivering new data capabilities. They also work closely with production support staff for daily operation and issue investigation Responsibilities:
Develop database objects to transform and store market risk data.
Develop data visualization and BI applications.
Develop scripts and tools for data processing and maintenance.
Perform full SDLC, including preparation of test environment and deployment.
Document data, system, and technical related specifications.
Perform ad-hoc tasks such as data extraction and issue investigation.
Provide production support when required.
Familiar with database development, preferably on MS SQL and Oracle.
Familiar with data visualization, preferably on Power BI, QlikView/Qlik Sense, Tableau.
Proficient in programming languages, preferably Python and C#.
Good knowledge on big data platforms and its application.
Good technical writing skills.
Knowledge in market risk and liquidity risk is preferred but not mandatory.
High quality mindset and strong analytical/problem-solving skills.