- Key focus is to enhance Market Risk Scenarios system using historical market data from external data vendors and internal systems. That includes data sourcing from various market data vendors, historical data calibration, backfilling, applying proxies, generate Stress & historical scenarios for Market Risk business for VaR, ES & Risk Regulatory program FRTB.
- 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
- Drive UAT calls with users
Job Requirements:
- 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 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
- 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
- Bachelor's degree in computer science, engineering or similar domain
- Related professional qualification like FRM
