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)
This is in partnership with Employment and Employability Institute Pte Ltd (“e2i”). e2i is the empowering network for workers and employers seeking employment and employability solutions. e2i serves as a bridge between workers and employers, connecting with workers to offer job security through job-matching, career guidance and skills upgrading services, and partnering employers to address their manpower needs through recruitment, training and job redesign solutions. e2i is a tripartite initiative of the National Trades Union Congress set up to support nation-wide manpower and skills upgrading initiatives. By applying for this role, you consent to e2i’s PDPA.
The information contained in this e-mail and any accompanying documents may contain information that is confidential or otherwise protected from disclosure. If you are not the intended recipient of this message, or if this message has been addressed to you in error, please immediately alert the sender by reply e-mail and then delete this message, including any attachments. Any dissemination, distribution or other use of the contents of this message by anyone other than the intended recipient is strictly prohibited.
By sending us your personal data and curriculum vitae (CV), you are deemed to consent to PERSOLKELLY Singapore Pte Ltd and its local and overseas subsidiaries and affiliates collecting, using and disclosing your personal data to prospective employers/companies based in any country for purposes of evaluating suitability for employment, conducting reference checks, administering employment related services and such other purposes stated in our privacy policy. Our full privacy policy is available at www.persolkelly.com.sg. If you wish to withdraw your consent, please drop us an emailto let us know. Please feel free to contact us if you have any queries.
All parties involved in any form of workforce engagement are to strictly adhere to prevailing regulations and laws that govern local fair employment practices, and to invest reasonable efforts in building a strong Singaporean core workforce, recruit and select candidates based on merit and prohibit discrimination based on age, race, gender, religion, marital status and family responsibility or disability. For more information, please refer to MOM and TAFEP websites.
**********************************