Market Risk Data Analyst (Middle Office) recruitment

The ideal candidate with have proven experience within market Risk, able to manipulate large amounts of data. Candidates must be advanced in Excel. This role and team sit within Middle Office Operations.

Department Overview
The Data Steward team works in delivering risk reporting (VaR) across asset classes on a daily basis. The team works on the data validation of feeds and monitoring of feed times so VaR figures are ready for risk managers, senior management and the desks in a timely fashion. The team is also responsible for the monthly PV reconciliation - this is to confirm that all trades are flowing into the risk system.
This role will specifically concentrate on interest rates, FX and Emerging Markets.

Main Function
• Assisting in production of daily risk reports (VaR) that are sent to senior management, front office and GMRM, for interest rate and FX products, ensuring governance around all risk reporting is maintained to a high standard

• Ensuring completeness of risk reporting and building and maintaining relationships across the bank to maintain the completeness and capture and resolve exceptions.

• Produce management information (MI) on exceptions and reconciliation of those exceptions

• Building and running data integrity checks around the risk reporting systems

• To be the main point of contact with the rates and FX risk management team, working on feed issues.

• Managing relationships with other operations teams that are responsible for maintaining data (book information etc)

• Periodic detailed reviews of risk for specific businesses to improve confidence in reporting

• Assist with monitoring and management of controls around all data used in the reports e.g. feed data

Experience
• Degree or Professional Qualification in a numerate a subject (i.e. finance, mathematics)

• Prior experience in either market risk, risk reporting or data validation

• Knowledge in interest rate and FX and products.

• Ability to communicate effectively with the team and various teams within the bank to get results
A team player who is ambitious and focused

• Self-motivated, takes ownership of responsibilities assigned to him/her

• Must have Advanced Excel/VBA skills and preferably SQL skills to build and maintain tools that will help in carrying out the responsibilities in this role

• Proven ability to deliver high quality work in a relatively unsupervised environment, while working under pressure
Willing to question existing processes in a tactful manner