Required Skills: Must Haves: Heavy data sets experience, Trade, Market Risks, Regulatory, SQL, Tableau, QlikSense, QlikView is required. Python & Spark is a plus along with working and setting APIs experience.
- Experience with market risk, regulatory rules and ideally in delivering regulatory initiatives. Knowledge of Basel and FRTB specifically is a plus.
- 5+ years' experience working with large data sets within capital markets
- Strong programming skills in python, pyspark, experience using pandas are required
- Experience and/or training in data science
- Experience working with Tableau or Qliksense/Qlikview is desired
- Proficient in SQL, NoSQL databases, and working with APIs
Roles & Responsibilities:
- Design and Implementation: Support the design and implementation of the Basel III, End game, FRTB market risk capital rule requirements to classify activities as market risk capital covered or non-covered positions.
- Utilize data science techniques combined with intuitive design, flexibility, and accuracy to develop business controls to monitor trading activity
- Collaborate with the business, finance, market risk teams to identify and evaluate trading activities against regulatory requirements
- Working with various datasets (Trade, Position, Market Risk, PnL, internal reference data)
- Developing analytic dashboards to visualize and monitor control profiles
- Working with API's and modern/legacy databases
- Partner with Technology teams to develop sustainable solutions supporting the Program including enhanced controls and streamlining/automation initiatives.
- Issue Management: Identify, prioritize and proactively manage dependencies, risks, exceptions and issues