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
Requisition ID: 117804