About the Client
Our client is a reputed bank
Responsibilities
- Own functional Market Data requirements & analysis for Market Risk (VaR, ES) projects and risk regulatory initiatives
- 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.
- Escalate issues that impacts project schedule on timely basis and propose workarounds/resolutions
Skills/Requirement
· Strong experience in Market data, Market Risk
· 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 backfilling, calibration, proxy & historical scenarios generation for VaR & ES.
· 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
· 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.
Interested candidates, who wish to apply for the above position, please send in your resume to [email protected]
We regret to inform that only shortlisted candidates will be contacted.
We regret to inform that only shortlisted candidates will be contacted.
PERSOLKELLY Singapore Pte Ltd EA License No. 01C4394 EA Reg No: R23118975 (ABDUL RAHMAN ANSARI RAJA)
**********************************
The information contained in this e-mail and any accompanying documents may contain information that is confidential or otherwise protected from disclosure. If you are not the intended recipient of this message, or if this message has been addressed to you in error, please immediately alert the sender by reply e-mail and then delete this message, including any attachments. Any dissemination, distribution or other use of the contents of this message by anyone other than the intended recipient is strictly prohibited.
By sending us your personal data and curriculum vitae (CV), you are deemed to consent to PERSOLKELLY Singapore Pte Ltd and its local and overseas subsidiaries and affiliates collecting, using and disclosing your personal data to prospective employers/companies based in any country for purposes of evaluating suitability for employment, conducting reference checks, administering employment related services and such other purposes stated in our privacy policy. Our full privacy policy is available at www.persolkelly.com.sg. If you wish to withdraw your consent, please drop us an emailto let us know. Please feel free to contact us if you have any queries.
All parties involved in any form of workforce engagement are to strictly adhere to prevailing regulations and laws that govern local fair employment practices, and to invest reasonable efforts in building a strong Singaporean core workforce, recruit and select candidates based on merit and prohibit discrimination based on age, race, gender, religion, marital status and family responsibility or disability. For more information, please refer to MOM and TAFEP websites.
**********************************
