Responsibilities
· Own functional Market Data requirements & analysis for Market Risk (VaR, ES) projects and risk regulatory initiatives like FRTB-IMA
· Come-up with BRD, FSD and other documents like traceability matrix for Historical Market Data backfilling, proxying, historical scenarios (shocks) generation & establishing data mappings across various Risk Factors in Market Data domain
· Plan & collaborate across different application/infra teams to manage functional dependencies of the solution
· Collaborate with business stakeholders Market Risk Business, technology team to help finalise requirements and deliver solution.
· Assist with completion of System Integration Testing (SIT), User Acceptance Testing (UAT), application performance testing.
· Prepare and manage technical implementation plan across application teams - coordinate technical implementation activities across application teams to ensure non-event production cutover and adequate post implementation support
· Third-line BAU support
· Escalate issues that impacts project schedule on timely basis and propose workarounds/resolutions
Requirements
Skills & Experience
· Manage end to end functional knowledge and business analysis skills on all key market data modules like Data Sourcing from various market data vendors, Backfilling, Calibration & Historical Scenarios.
· With direct experiences in Historical Market Data Domain to cater to Market Risk requirements for data sourcing from various market data vendors (like Bloomberg, Refinitiv, ICE, MarkIT), backfilling, calibration, proxy & historical scenarios generation for VaR & ES.
· Good Business Analysis experience in data sourcing from various market data vendors, backfilling, curve computation (calibration), proxy, stress scenarios & historical scenarios generation for Market Risk and Regulatory requirements
· Cater to various historical market data requirements for historical scenarios for Murex upgrade
· Extensive knowledge of various market data instruments such as equities, commodities, FX, IR curves, options, volatilities etc.
· Experience in any of EDM/MDM market data product like Neoxam, Asset Control, Golden Source, MarkIT etc.
· More than 10 years (for L4) track record in analysing requirements and tracking delivery of global/regional IT capabilities for a bank or multi-national/regional company
· Experience in banking industry preferred
· Proven result-oriented person with a focus on delivery
· Highly effective communicating with technical stakeholders, proficient communicating with non-technical stakeholders
· Good problem solving, analytical, synthesis, system thinking and solutioning skills
· Good to have some scripting/coding capabilities in either one or more of the following skills: Windows batch/Unix shell scripting, java script, SQL, PL-SQL, vendor proprietary language etc.
Functional Expertise Required in following domains:
· Market Data (Historical & EOD)
· Market Risk
· Global Markets
Competencies
· Ability to communicate complex topics in an understandable way using a level of detail and terms appropriate to the situation
· Must be a good team player and able to drive consensus amongst stakeholders with conflicting viewpoints and objectives
· People and team management in a transversal function
· Ability to effectively communicate, interact with and influence technical associates, business and operational partners and executives
· Work effectively within a fast-paced, cohesive architecture team and willing to learn fast and adapt quickly to change
· Possess strong understanding of business strategies and able to translate them into concrete achievable action plans
· Able to collaborate and drive motivation across a diverse slate within and across teams and can deal with difficult conversations effectively
· Owns and enhances workflows and processes, and delegates with clear accountabilities across the teams to meet objectives / outcomes
· Promotes an environment of learning and development. Understand and develop team members and others to achieve their professional growth
· Highly effective communicating with technical stakeholders, proficient communicating with non-technical stakeholders
Education
· Bachelor's degree in computer science, engineering or similar domain
