Lead – Market Risk Reporting

Key responsibilities

• Participate in tasks across the breadth of services from front to back, cross team collaboration to learn about Front office -data governance process and market data update function.
• Seek to perform daily market data update process, clearing exceptions, altering rules and source mappings as necessary.
• 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).
• Collaborate across the team to work 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.