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Job Overview

Data analyst

Location: London, United Kingdom Salary:
Type: Permanent Start Date: ASAP
Posted: 5 months ago Contact: Richmond Tan

Data Analytics Role:

The role is divided into two responsibilities, project work and assistance on daily risk management tasks. The role will be split 50/50

  • Project work and SME input and implementation of Market Data and Risk related change/projects – Significant involvement is required for any development relating to instrument data or validation changes.
  • Analysis of the clearing data to look for trends and new business opportunities for LCH.
  • BAU processing and SME support – Day-to-day validation of any suspect incoming data. This mostly revolves around Bloomberg/Reuters interrogation/validation. In addition, SME duties are required as a middle agent between technology and the business.

 

Additionally, much of the validation performed in Data Analytics should algorithmically decidable and the role would be to internally and regularly automate most of the tasks for both existing and new data.

 

Key Responsibilities:

  • Intraday and End of Day validation of market and static data in line with the parameters prescribed via the risk managers.
  • Monitoring of controls relating to the aforementioned data
    • Low number of incidents relating to control failure being the key KRI.
    • Swift resolution of actions relating to incidents which impact Data Analytics. E.g., implementation of additional controls or adjustments to existing ones.
    • Define controls around the market data input (including statics) for the Margin in RCL
  • Acting as central point of contact between IT/App Support teams and business with relation to instrument data.
  • Key SME for project work in IT; or business such building benchmark validation and pricing curves for bonds in RCL and CaLM. The projects will be related to validation of instrument data used in the margin calculation for FI, or pricing position in CaLM.
  • Responsible for UAT of instrument data projects where a validation interface occurs.
  • Responsible for automation/development of automation tools of existing processes within Data Analytics. This includes developing tactical VBA solutions, contributing to FLR RCL quant library, and engaging with IT for productionised solutions.
  • Be a back-up the for the Risk analysts for various BaU margin approval tasks.

 

Key Skills\Experience

  • Scripting skills required (R scripting preferable)
  • SQL
  • Bloomberg + Reuters data manipulation
  • Preferable to have experience with Asset Control and Calypso