Experience: 10+ Years
Role: System Analyst
Key Skills:
Functional SA
Key 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
· Third line BAU support
· Escalate issues that impacts project schedule on timely basis and propose workarounds/resolutions
· Drive UAT calls with users.
Key Requirements:
Skills & Experience
· Very good in python, it’s libraries & ecosystem.
· Good analytical, logical & problem-solving skills with pro-active attitude.
· Mentally strong, able to work in high pressure environment.
· Have a good listening ear, patience & good communicator.
· 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.
· Good in excel & PowerPoint.
· 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
· Related professional qualification like FRM
