Job Description:
- Understand and analyze risk and finance data requirements to create strategic data models and data dictionary for different data classes e.g. sensitivities, trade, position, reference data, accounting, scenario
- Understand and analyze risk & finance policies, methodology documents, measure calculations, data flow and derivation across risk and finance areas i.e. capital, accounting, market risk, credit risk, operational risk & liquidity risk, to create measure models
- Understand and capture data and reporting requirements from risk and finance projects in data models and data dictionary
- The primary focus of the role involves gathering of data requirements, analysis and data modelling & documentation
- The key elements include planning, assessment of completeness and accuracy of the data, specification of data taxonomy and derivation process
- Understanding the various processes to generate the risk and finance calculations, measurements and reports
- This will involve evaluation and analysis of risk and finance exposures by employing statistical and other approaches
- This role will work closely with the Risk Managers, Business SMEs, Front Office IT, Risk and Finance IT, Risk/Finance Controllers, Operations and counterparts in other regions
Job Requirements:
- Degree holder
- Strong business analysis skills
- Attention to details
- Good understanding of risk & finance concepts i.e. VAR, EPE, BASEL III, BCBS etc.
- Fluent in English, excellent written, oral communication & presentation skills
- Advanced Excel skill and good database knowledge
- Able to work independently on assigned tasks and collaborate well with other team members
Added Advantage:
- Working knowledge of financial products including pricing, valuation and audit
- In depth understanding of the more common financial products (e.g. Forex, futures, options, swaps, credit derivatives)
- Knowledge in front to back data requirements
- Experience in data modeling, data architecture or project management working with business stakeholders and IT
Salary: $5,700 Per Month