Business Analyst With Market Data Services

Role: Business Analyst with Market Data Services

Location: Toronto, ON, Canada (Hybrid with 3 days)

Duration: 12+ Months Contract

Experience working on projects related to pricing/risk and market data for Risk engines

Previous work with Market Data/Risk Factors sourcing and Scenario Generation, Time Series and Analytical Data bases

Modeling of different product types including Bonds, Equities, FX, Commodities, and Interest Rates etc. Enhancements required in IRM to onboard new product types and produce sensitivities (Delta, Vega, Gamma) and PnL vectors

Understanding of financial Instruments including the various types - Rates Derivatives, Credit Derivatives, Equity Derivatives FX Options & FX Cash etc. and their valuation

Strong knowledge of market risk management (Basel/FRTB, VaR, Greeks etc.) is essential

10+ years previous work experience as a Business or Data Analyst, or in a technical/functional Role

Documentation skills – ability to succinctly articulate requirements, summarize data analysis and present to business users and development team

Proficiency in the use of Python1, Linux, Hadoop, Hive, Spark and other big data technologies

Strong data analysis skills are required including analyzing large data sets using SQL queries

Experience building enterprise scale applications involving large data volumes and computations

Bachelor’s degree in Information Technology, Computer Science or Quantitative finance, Mathematics or related field

Nice to Have

Good understanding of Basel regulatory environment and its evolution and challenges

Professional risk/finance certifications (e.g., FRM, PRM, CFA)

Relevant FRTB SA & Internal Risk Management experience

Thanks,

Karthick Ramasamy

Lead Technical Recruiter

[email protected]