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Jobs in Singapore   »   Jobs in Singapore   »   Sales / Marketing Job   »   Market Risk System Analyst (Contract)
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Market Risk System Analyst (Contract)

Spraoi Software Services Pte. Ltd.

Responsibilities

  • Responsible for 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
  • 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
  • Responsible for Shell / Batch scripting

Requirements

  • Experience end to end technical knowledge and business analysis skills on all key market data modules like Data Sourcing from various market data vendors, Backfilling, Calibration & Historical Scenarios.
  • Experience 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.
  • Minimum of 7 years of experience in analysing requirements and tracking delivery of IT capabilities
  • Highly effective communicating with technical stakeholders, proficient communicating with non-technical stakeholders
  • Good problem solving, analytical, synthesis, system thinking and solutioning skills
  • Experience in scripting/coding capabilities in either one or more of the following skills: Python, R, Windows batch/Unix shell scripting, java script, SQL, PL-SQL, vendor proprietary language etc.
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