In this role you will build and maintain the firm’s Capital Markets RiskWatch (RW) data and feeds for a variety of market risk, credit and counterparty risk and trade floor risk management systems and consumers.
The team is responsible for sourcing financial product data from a 50+ front-office and back-office systems into a centralized data repository, mapping sourced data to risk models and ensuring that pricing / valuations are as expected for downstream risk systems and data consumers.
You are also expected to have a good understanding of risk management and risk pricing models for the majority of the main capital markets products, basic principles of data management, business analysis and a thorough familiarity with SDLC.
As part of onboarding new source systems’ data and maintaining current data feeds, the candidate is expected to create / modify risk model and product specifications to ensure correct pricing, perform a variety of data validation and testing to ensure data quality and manage relationships with the source system teams and downstream data consumers.
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