This broad and high-profile role includes the following responsibilities:
Experience / Competences:
- Work alongside my clients Product Managers in areas such as OTC financial market data (multi asset class), Benchmarks & Indices, Risk & Regulatory Solutions as well as Trading Analytics to develop prototypes of data-driven products and solutions.
- Act as a key point of contact between the my client's Product, Engineering and Development teams and use knowledge of underlying data, financial markets and client needs to influence technical product design and builds.
- Provide feedback to Product, Quant, and Engineering teams to help shape product strategy and execution roadmap.
- Work with My client product and sales teams to uncover new opportunities for potential products.
- Work with the quantitative analytics team to research and develop prototypes that require a deeper pricing expertise.
- Act as a data hunter and identify data sources (e.g. indicative market data as well as transactional data) from a multitude of internal and external systems. Work with the group central functions (e.g. IT, Analytics or Operations) to gain access to data and services that can enhance my client's Solutions new and existing products.
- Be comfortable with communicating sophisticated statistical and technical concepts with various audiences.
- Act as a Product SME for advanced data science workflows and technologies for capital markets and energy and commodity use cases.
- Stay up-to-date with innovations and industry trends in data science and financial data.
- Financial mathematics background with a practical working knowledge of how to apply standard derivative pricing theory
- Advanced programming skills in python
- Understanding of how to build and calibrate indicative pricing models for OTC derivative and cash instruments (e.g. interest rate, FX, Equity, credit derivatives and FI cash)
- Detailed knowledge of OTC derivative and cash (with a particular focus on Interest rate, FX and Energy derivatives as well as FI/Credit) products including pricing, conventions, trading, risk management and typical market data use cases