System Analyst
Experience: 10 years
Job Mode: Full-time
Work Mode: On-site
System Analyst to join its dynamic derivatives development team to lead in providing solutions for Market Risk Scenarios requirements and Risk Regulations with usage of historical market data.
Responsibilities
Analyse, review & organise historical data to identify key insights into huge historical market data set.
Reconciliation of huge historical market data across multiple sources.
Identify market data anomalies e.g., outliers/spikes/missing data/ incorrect data and find out anomalies patterns from huge historical market data set. Summarise patterns in excel/python charts for huge historical market data set.
Own functional Market Data requirements & analysis for Market Risk (VaR, ES) projects and risk regulatory initiatives like FRTB-IMA
Come-up with BRD, FSD and other documents like traceability matrix for Historical Market Data backfilling, proxying, historical scenarios (shocks) generation & establishing data mappings across various Risk Factors in Market Data domain
Collaborate with business stakeholders Market Risk Business, technology team & data vendors for requirement analysis, summarize & communicate the findings in an organized manner.
Assist with completion of System Integration Testing (SIT), User Acceptance Testing (UAT), application performance testing.
Prepare and manage implementation plan across application teams - coordinate technical implementation activities across application teams to ensure non-event production cutover and adequate post implementation support
Third line BAU support
Escalate issues that impacts project schedule on timely basis and propose workarounds/resolutions
Drive UAT calls with users.
Skills & Experience
Very good in python, it's libraries & ecosystem.
Good analytical, logical & problem-solving skills with pro-active attitude.
Mentally strong, able to work in high pressure environment.
Have a good listening ear, patience & good communicator.
Manage end to end functional knowledge and business analysis skills on all key market data modules like Data Sourcing from various market data vendors, Backfilling, Calibration & Historical Scenarios.
Good in excel & PowerPoint.
With direct experiences in Historical Market Data Domain to cater to Market Risk requirements for data sourcing from various market data vendors (like Bloomberg, Refinitiv, ICE, MarkIT), backfilling, calibration, proxy & historical scenarios generation for VaR & ES.
Good Business Analysis experience in data sourcing from various market data vendors, backfilling, curve computation (calibration), proxy, stress scenarios & historical scenarios generation for Market Risk and Regulatory requirements
Cater to various historical market data requirements for historical scenarios for Murex upgrade
Extensive knowledge of various market data instruments such as equities, commodities, FX, IR curves, options, volatilities etc.
Experience in any of EDM/MDM market data product like Neoxam, Asset Control, Golden Source, MarkIT etc.
More than 10 years (for L4) track record in analysing requirements and tracking delivery of global/regional IT capabilities for a bank or multi-national/regional company
Experience in banking industry preferred
Proven result-oriented person with a focus on delivery
Highly effective communicating with technical stakeholders, proficient communicating with non-technical stakeholders
Good problem solving, analytical, synthesis, system thinking and solutioning skills
Good to have some scripting/coding capabilities in either one or more of the following skills: Windows batch/Unix shell scripting, java script, SQL, PL-SQL, vendor proprietary language etc.
Functional Expertise Required in following domains:
Market Data (Historical & EOD)
Market Risk
Global Markets
Education
Bachelor's degree in computer science, engineering or similar domain
Related professional qualification like FRM
About Encora
Encora is the preferred digital engineering and modernization partner of some of the world's leading enterprises and digital native companies. With over 9,000 experts in 47+ offices and innovation labs worldwide, Encora's technology practices include Product Engineering & Development, Cloud Services, Quality Engineering, DevSecOps, Data & Analytics, Digital Experience, Cybersecurity, and AI & LLM Engineering.
At Encora, we hire professionals based solely on their skills and qualifications, and do not discriminate based on age, disability, religion, gender, sexual orientation, socioeconomic status, or nationality.
