This is a position for an analyst within Market Price Control, a team within Market Risk Management (MRM) tasked with providing and validating all market parameters used in valuation and risk sensitivities computation of financial instruments by the bank.
The analyst will have the following key responsibilities: 1. Source, validate and feed internal systems with independent market data and prices on a daily basis 2. Perform maker or checker role in daily independent market data verification 3. Participate in on-going and ad-hoc projects including centralized market data repository system, internal risk and front office systems, process improvements, etc 4. Handle internal customers' queries, challenges and requests with integrity and professionalism 5. Identify market data requirements, perform research on market conventions and data contributors, and implementation of new market data in daily routine process and systems 6. Identify opportunities for process automation and optimization
Qualifications Competencies: 1. At least 2 years experience in a relevant function (Market Data management / Product Control / Valuation Control / Market Risk ) with prior management experience 2. Degree in business, economics or technical areas such as engineering, mathematics, etc 3. Proficiency in Excel and Visual Basic essential 4. Experience dealing with market data and price issues, typically from a valuations function but also from risk and trading perspective desirable 5. Experience with enterprise data management systems (Asset Control, CADIS, internal solutions, etc) desirable 6. Exposure to a range of asset classes, including derivative products desirable 7. Experience with Murex desirable 8. Programming experience with R, Python a plus
Profile: 1. Keen eye for detail and accuracy 2. Strong team player while capable of working independently 3. Excellent written and verbal communication skills, able to translate complex ideas and issues to lower levels of complexity for the better understanding for a wider audience 4. Good interpersonal skills and ability to build and maintain credible relationships at various levels