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)
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