System Analyst
2 weeks ago
**Responsibilities**:
- 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 to help finalise requirements and deliver solution.
- Third-line BAU support
- Escalate issues that impacts project schedule on timely basis and propose workarounds/resolutions
- Drive UAT calls with users
Skills & Experience:
- 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. Page 2 of 2
- 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.
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