Credit Suisse Market Data Analysis and Management # 117804 in Mumbai, India

  • Perform daily market data update process, clearing exceptions, altering rules and source mappings as necessary.

  • 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.

  • 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

  • Perform analysis using the VaR engine to quantify impacts of versioned updates to the market data set and project releases.

  • Understand different VaR models and extreme move calculations to assess the impact of updates to market dataset.

  • Provide continued support for audit, model validation and regulatory response and remediation

  • Experience in the field of Credit / Market risk. (Preferably in the banking sector)

  • Understanding of different asset classes, risk classes and risk types and market data set.

  • Conceptual understanding of different VaR models and impact on VaR due to market moves.

  • Knowledge of database concepts and experience querying databases using SQL

  • Ability to work on MS Excel and manipulate large volumes of data.

  • Experience on working with external data providers such as Bloomberg / Reuters / Markit.

  • Good Communication and Soft skills to be able to communicate well with stakeholders in different regions

  • Basic understanding of Financial Products and Market Risk Management concepts

  • Basel Guidelines – added advantage

  • Ability to cope up in stress conditions

Job: *Risk Management

Title: Market Data Analysis and Management # 117804

Location: India-Mumbai-Mumbai

Requisition ID: 117804