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
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We Offer
You 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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