Market Data Analyst - Market Risk VP

My client are an international bank who are looking to hire in their Market Data Analytics Team within the Traded Risk Management (TRM) department. This team supports various businesses in Financial Markets and Group Treasury, handling all aspects of market data for market risk, product control, and counterparty credit risk.

They are looking to hire a senior market data VP to manage market data sourcing, transformations, models, and proxies. This role involves developing dashboards, data analytics, and reporting tools, forming a market data centre of excellence within TRM.

Key Responsibilities:

• Develop and maintain derived market data and proxy models for multiple asset classes.
• Analyse large data sets, processes, and technology systems.
• Coordinate and implement market data for internal initiatives and regulatory changes.
• Resolve market data queries from stakeholders including Trading, Risk, and Model Validation.
• Collaborate globally across the market data life-cycle, from requirements to release management.
• Work closely with TRM teams to meet their market data needs.
• Coordinate agile projects with IT developers and system support teams.
• Ensure high market data quality standards.
• Close out market data-related findings with Model Validation.
• Perform daily market data validation and reporting.

Required Experience:

• Strong statistical and mathematical background.
• Experience with large market data sets and associated technologies.
• Proficiency in Python and SQL.
• Knowledge of multiple asset classes, their risks, and pricing.
• Understanding of market risk metrics (VaR, HVaR, IRC) and market risk capital requirements.
• Desirable:
• Interest in financial markets policies, guidelines, and regulations.
• Familiarity with regulatory frameworks.
• Experience with Azure DevOps, Git, and systems like Summit, Murex, Bloomberg, Superset DAP, Reuters, ActivePivot

Qualifications:

• Essential: Graduate (UK 2:1 degree) in a quantitative subject (e.g., Mathematics, Computer Science, Physics, Chemistry). Economics/Finance degrees with a quantitative focus are also considered.
• Desirable: Professional qualifications (e.g., PRM, FRM, CQF).