Associate/AVP, Market Data Analyst, Portfolio Valuations recruitment

This role will cover market data used in derivative pricing across all asset classes, including Credit, Commodities, Equities, Foreign Exchange and Interest Rates.  You will be responsible for:

• Assessing the quality of market data and the consistency and integrity of market data objects such as yield curves, forward curves and volatility surfaces across all asset classes.
• Performing regular and ad-hoc market data analysis to support the existing valuation service, building or modifying any analysis tools that are required.
• Reviewing all ad-hoc manual cleaning and capture tools and work with technology to automate them and integrate them into the existing platform.
• Working with internal and external data providers to evaluate their data sets and carry out the integration of these feeds into the market data platform.
• Testing and implementing configuration and data source changes to the market data platform.
• Assisting the product services team in dealing with market data issues and identifying processes that will prevent such issues.
• Ensuring that data cleaning and quality control processes are put in place, working with product specialists to specify improvements and with the technology team to implement them.

Candidates will need prior experience in market data analysis as it is applied to traded financial instruments, gained within banking or financial services. They will have the ability to manipulate and validate large and complex sets of traded market information such as prices, rates and volatilities ideally some previous exposure to market data objects such as yield curves, forward curves or volatility surfaces.

They will need strong analytical and problem solving skills whilst an understanding of derivative trading/quoting conventions in one or more asset classes together with an appreciation of the business criticality of market data quality would be desirable. A general understanding of how market data relates to the pricing of derivative instruments would also be advantageous,.

They will ideally have a good undergraduate degree or Masters from a recognised University in a numerical, financial or technical discipline be proficient in Excel, VBA and SQL. They will be highly motivated and eager to take the initiative with excellent attention to detail be willing to be hands-on in dealing with issues and queries relating to market data. The ability to function well within a team environment alongside operational analysts, product experts and developers is essential.