A leading International Financial Institution are looking to bring on board a Risk Analyst to a well established team in their London office.
The key responsibilities in this role wll be:
- 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 certain functions. The projects will be related to validation of instrument data used in the margin calculation for FI, or pricing position
- 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.
The ideal candidate will have:
- Scripting skills required (R or Python scripting required)
- SQL
- Bloomberg + Reuters data manipulation
- Preferable to have experience with Asset Control and Calypso
Get in touch with Bradley Handelaar at Eames Consulting now to apply or to discuss in further detail
