The Market Data Analytics Team is part of the Traded Risk Management (TRM) department, supporting a wide area of businesses within Financial Markets and Group Treasury. The team is responsible for all aspects of market data used by the TRM department including market risk, product control, and counterparty credit risk.
We are seeking a Senior Market Data Analyst/Business Analyst to join the Market Data Analytics Team (MDAT), focusing on the management of market data sourcing, transformations, models, proxies, and the development of dashboards and data analytics tools, forming a market data centre of excellence within TRM. The ideal candidate should have proven hands-on experience in managing projects, analyzing, and visualizing large sets of market data, as well as a background in Market Risk and derivatives pricing knowledge.
Main Duties and Responsibilities of Role:
Developing and maintaining derived market data and proxy models for multiple asset classes. Conducting analysis on large data sets, processes, and technology systems. Coordinating and implementing market data for market risk-related internal initiatives and regulatory changes. Being a point of contact to resolve market data queries from stakeholders including Trading, Risk, and Model Validation. Collaborating with the global team across the full market data lifecycle including requirements, architecture, implementation, testing, and release management. Working closely with TRM teams to understand and deliver on their market data requirements. Coordinating agile projects with IT developers and system support teams to maintain high market data quality standards. Working closely with Model Validation to address market data-related findings. Daily market data validation & reporting, defined by the Market Data Replacement & Proxy Policy.
Candidate Profile
Qualification/Education
Essential: Graduate (at least UK 2:1 degree) in a quantitative subject (i.e., Mathematics, Computer Science, Physics, Chemistry). Economics/Finance degrees considered with a quantitative focus.
Desirable: Professional qualification (e.g., PRM, FRM, CQF).
Experience/Knowledge
Essential: Statistical and mathematical background. Experience in dealing with large market data sets and associated technologies. Experience writing in Python to build solutions with large datasets. SQL experience. Good quantitative experience with several asset classes, their risks, and pricing. Strong understanding of market risk metrics (VaR, HVaR, IRC, etc.) and market risk capital requirements.
Desirable: Experience with financial markets relevant policies, guidelines, and regulations. Understanding of regulatory frameworks as applied internally. Closing out model validation and audit findings. Azure DevOps and Git version control. Experience with systems such as Summit, Murex, Bloomberg, Superset DAP, Reuters, ActivePivot is a plus.
Personal Competencies
Essential: Strong quantitative problem-solving skills. Experience managing direct reports. Strong communication skills, adaptable to various audiences. Self-starter, proactive, results-oriented, and flexible. Efficient time management under tight timelines. Team player with a mindset of empowering others. Delivery-focused with good analytical skills. Good verbal and written communication skills. Fluent in English.
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We are seeking a Senior Market Data Analyst/Business Analyst to join the Market Data Analytics Team (MDAT), focusing on the management of market data sourcing, transformations, models, proxies, and the development of dashboards and data analytics tools, forming a market data centre of excellence within TRM. The ideal candidate should have proven hands-on experience in managing projects, analyzing, and visualizing large sets of market data, as well as a background in Market Risk and derivatives pricing knowledge.
Main Duties and Responsibilities of Role:
Developing and maintaining derived market data and proxy models for multiple asset classes. Conducting analysis on large data sets, processes, and technology systems. Coordinating and implementing market data for market risk-related internal initiatives and regulatory changes. Being a point of contact to resolve market data queries from stakeholders including Trading, Risk, and Model Validation. Collaborating with the global team across the full market data lifecycle including requirements, architecture, implementation, testing, and release management. Working closely with TRM teams to understand and deliver on their market data requirements. Coordinating agile projects with IT developers and system support teams to maintain high market data quality standards. Working closely with Model Validation to address market data-related findings. Daily market data validation & reporting, defined by the Market Data Replacement & Proxy Policy.
Candidate Profile
Qualification/Education
Essential: Graduate (at least UK 2:1 degree) in a quantitative subject (i.e., Mathematics, Computer Science, Physics, Chemistry). Economics/Finance degrees considered with a quantitative focus.
Desirable: Professional qualification (e.g., PRM, FRM, CQF).
Experience/Knowledge
Essential: Statistical and mathematical background. Experience in dealing with large market data sets and associated technologies. Experience writing in Python to build solutions with large datasets. SQL experience. Good quantitative experience with several asset classes, their risks, and pricing. Strong understanding of market risk metrics (VaR, HVaR, IRC, etc.) and market risk capital requirements.
Desirable: Experience with financial markets relevant policies, guidelines, and regulations. Understanding of regulatory frameworks as applied internally. Closing out model validation and audit findings. Azure DevOps and Git version control. Experience with systems such as Summit, Murex, Bloomberg, Superset DAP, Reuters, ActivePivot is a plus.
Personal Competencies
Essential: Strong quantitative problem-solving skills. Experience managing direct reports. Strong communication skills, adaptable to various audiences. Self-starter, proactive, results-oriented, and flexible. Efficient time management under tight timelines. Team player with a mindset of empowering others. Delivery-focused with good analytical skills. Good verbal and written communication skills. Fluent in English.
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