Risk Platforms Manager recruitment
• The role involves managing data validation function which is a newly formed function in Risk Platforms set up to support Market and Credit Risk systems data requirements, this incorporates market data pricing feeds from Summit, MarkIT, Bloomberg and off system for the computation of VaR and PFE, and some reference static data feeds including legal documentation.
• Contribute to the development of the Governance of Data in WBM by attending market data feed systems selection and writing business requirements, ensuring complex time series analysis, and flexibility / data integrity are at the heart of the market data strategy of the wider development projects such as SIMRA – the strategic market risk project to deliver VaR and Adaptiv Phase II for PFE.
• Manage the analysis, validation and cleansing of market data to ensure data integrity of feeds into VaR and PFE risk systems spanning a wide range of market data types for the various trading desks in Wholesale Banking Markets (WBM) including Rates, Credit, FX, Inflation, Equities and Commodities.
Experience Required
Salary: Excellent base + bonus + benefits
• At least a 2.1 degree, preferably in a mathematical discipline.
• A minimum of 2-4 years experience in risk management with preference to market risk analytics and business analysis role gained within an Investment Bank
• Experience of Market Data used in front office pricing systems such as Summit, Murex, Martini, Sungard.
• Knowledge of pricing feed providers such as MarkIT, Bloomberg, Sungard FAME advantageous.
• Advanced in Excel Access, a good understanding of interfaces and programming.