The Data scientist working as part of Markets FO CDE Triage team, to help Markets manage changes to the FO CDE in line with regulatory interpretations and Model Governance. Responsible for supporting the review, prioritization and approval of all Front Office (FO) Critical Data Element (CDE) changes, including all senior reporting and escalations.
Job Background / Context
Within Counterparty Trading & Risk (CTR), the Markets Capital Advancement team is the central team that drives and oversees execution and management of capital initiatives. The XVA trading desk (part of Counterparty Trading and Risk) is responsible for the pricing and subsequent risk management of derivatives trades including the use of credit, funding and capital. As part of both teams’ mandate to facilitate business and manage return on capital, the desks need Front Office staff focused specifically on capital for Markets. This role, within COO, will support the broader CTR team in ensuring the FO CDEs are in compliance with the enterprise-wide data policies.
Key Responsibilities
- Deliver analytics initiatives to address business problems with the ability to determine data required, assess time & effort required and establish a project plan.
- Provide data analysis to FO CDE Triage team and other stakeholders.
- Drive improvements on underlying dataset: partner with MQA & IT to integrate into dataset Front Office/shadow version of RWA and other capital metrics across asset classes, and underlying sensitivities & attribution analysis.
- Review and compare FO version with official capital calculations, help with strategic system state.
- Impacts the business directly by ensuring the quality of work provided by self and others; impacts own team and closely related work teams.
- Mines and analyzes data from various banking platforms to drive optimization and improve data quality.
Knowledge / Experience
- Experience working with data analytics on large datasets, ideally within financial Markets.
- Proven ability analysing business needs, building visualisations, and tracking down complex data quality and integration issues.
Skills
- Very strong SQL and Tableau skills required. Python or other programming a plus.
- Strong analytical and mathematical skills.
- Attention to detail.
- Demonstrable team skills both within and across teams.
- Ability to pick up new concepts and think outside the box.
- Preferably comfortable with derivatives modelling concepts.
Qualifications
- Undergraduate numerate degree or higher.
Job Family Group: Technology
Job Family: Data Science
Time Type: Full time
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