Experience working on projects (Agile methodologies) related to pricing / risk and Market and Credit / Counterparty data for Risk engines.
Relevant Risk experience : Modeling of different product types including Bonds, Equity, FX etc. for Market and Counterparty Credit Risk exposures.
Understanding of financial Instruments including several types - Rates Derivatives, Credit Derivatives, Equity Derivatives FX Options & FX Cash, and their valuation; Exposure to Banking Loan Book and other products.
Knowledge of market and counterparty risk management is useful.
10+ years previous work experience as a Business or Data Analyst, or in a technical / functional Role.
Skills :
Ability to succinctly articulate requirements, summarize data analysis and present to business users and development team.
Use of Python, Anaconda, Pandas, Jupyter, Linux, Hadoop, Hive, Spark and other big data technologies.
Strong data analysis skills are required including analyzing large data sets in using SQL queries and other modelling tools.
Producing and using Data Catalogues, understanding data models and business process modeling.
Experience building enterprise scale applications involving large data volumes and computations.
Bachelor’s degree in Sciences, Information Technology, Computer Science or other quantitative discipline.