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.
