About the Client
Our client is one of the reputed MNC firms in Singapore
Responsibilities
- Analyse, review & organise historical data to identify key insights into huge historical market data set.
- Reconciliation of huge historical market data across multiple sources.
- Identify market data anomalies e.g., outliers/spikes/missing data/ incorrect data and find out anomalies’ patterns from huge historical market data set. Summarise patterns in excel/python charts for huge historical market data set.
- 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
- Collaborate with business stakeholders Market Risk Business, technology team & data vendors for requirement analysis, summarize & communicate the findings in an organized manner.
- Assist with completion of System Integration Testing (SIT), User Acceptance Testing (UAT), application performance testing.
- Prepare and manage implementation plan across application teams - coordinate technical implementation activities across application teams to ensure non-event production cutover and adequate post implementation support
Skills/Requirement
Must have Skills:
- Bachelor's degree in computer science, engineering or similar domain
· Related professional qualification like FRM
- Very good in python, it’s libraries & ecosystem.
- 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 9 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
- 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
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
PERSOLKELLY Singapore Pte Ltd
EA License No. 01C4394
EA Registration No. R1547247 (Jyothi Chandrakanth Kamath)
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