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MDAM Data Analyst

Employer
Credit Suisse
Location
Mumbai, India
Salary
Competitive
Closing date
Nov 21, 2019

View more

Job Function
Other
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
We Offer
  • The opportunity to work in a critical function within the risk organization with a global presence, engaging with local and international colleagues and business partners
  • You will learn how the risk organization works, interact with risk managers, risk and pricing modelers
  • Participate in tasks across the breadth of services from front to back, cross team collaboration to learn about FO-data governance process and market data update function
  • Perform daily market data update process, clearing exceptions, altering rules and source mappings as necessary
  • Understand different VaR models and extreme move calculations to assess the impact of updates to market dataset
  • Perform analysis using the VaR engine to quantify impacts of versioned updates to the market data set and project releases
  • Evaluate quality and suitability of existing source data, mappings, and instrument type categorizations and associated rules (including benching decisions)
  • Liaise with source data providers (e.g. Internal / external sources, Front Office Analysts) as necessary to ensure continued provision of quality data, and arrange support for new market data
  • Undertake key projects to incorporate bulk new Instruments or asset classes including analyzing the quality and availability of market data
  • You will identify, propose and implement improvements and efficiencies by focusing on process, data quality and internal control improvements along with activities to drive cost savings by working in co-ordination across global teams
  • Collaboratively work with the team on current book of work items such as data quality issue resolution, front to back source data alignment
  • Identify areas of weakness in processes/systems and ensure that these are captured in the change management system
  • Liaise with market data and other risk systems IT support to specify and test system improvements.
  • Provide continued support for audit, model validation and regulatory response and remediation
  • The opportunity to work both independently and in a team


You Offer
  • You hold a Masters' degree in mathematics or finance / accounting or engineering
  • Preferable to have additional certification courses like FRM / PRM / CFA.
  • Experience in the field of Credit / Market risk (Preferably in the banking sector)
  • Basic understanding of Financial Products and Market Risk Management concepts across different asset and risk classes, the various risk factors (aka risk types) and the associated market data
  • Conceptual understanding of different VaR models and impact on VaR due to market moves
  • Experience on working with external data providers such as Bloomberg / Reuters / Markit.
  • Ability to work on MS Excel and manipulate large volumes of data
  • Knowledge of database concepts and experience querying databases using SQL is added advantage
  • Basel Guidelines - added advantage
  • Excellent interpersonal, written and verbal communication to allow effective interaction with business partners and colleagues in different regions
  • A curious nature, a desire to understand why things are done
  • Ability to cope up in stress conditions
  • High level of integrity, sense of urgency, attention to detail and quality standards

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