Market Data Technical Analyst
- Crisil
- 3 - 5 years
- Pune
- 20 days ago
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Job Description
Our client is seeking a highly analytical and detail-oriented professional to join their Data Management team. The role encompasses the acquisition, validation and maintenance of the Market & Time series data that supports trading, risk management, pricing and regulatory reporting. The Ideal candidate will ensure data quality, Consistency and availability of data across systems and will collaborate closely with Risk, operations and IT Stakeholders.
- Manage the real-time and EoD pricing data for Instruments like Equities, Fixed Income, FX and other Derivatives.
- Strong knowledge of financial products, including risk management concepts (e.g. Financial Greeks and VaR), Counterparty Credit risk (PFE, LGD, PD)
- Ensure accurate mapping and delivery of market data to trading and risk systems.
- Laise with external market data vendors (Bloomberg, ICE, Refinitiv, etc.)
- Manage historical pricing data, yield curves, volatility surfaces and risk factors for modeling and analytics, time series data.
- Collaborate with quantitative teams to validate data inputs for model calibration.
- Use of reconciliation tools / EUCs to generate and monitor the daily DQ exception and handle it promptly and resolve it within agreed SLAs
- Participate in data quality checks, Issue resolution and RCA (root cause analysis) when required.
- Understand and able to explain reasons for data breaks and follow-up with stakeholders till resolution.
- Maintenance of static and market data tables and involve with periodic review of static and mapping tables.
- Support new business initiatives in data management framework, participate in testing of system functions and assist in data projects such as regulatory changes, product expansion and system migrations.
- Familiar with concept of Data completeness, data controls, data validations, Lineage and profiling which falls under BCBS 239 principles
- Undergraduate degree, preferably in finance, accounting, economics, or risk
- Graduate degree in Finance or Risk.
- Strong understanding of financial markets, Various market products including derivatives
- Familiarity with risk management platforms, data models, and migration techniques.
- Experience with SQL & Python a must.
- Technical knowledge of data management and governance and big data platforms will be preferred.
Job Classification
Industry: Financial ServicesFunctional Area / Department: Data Science & AnalyticsRole Category: Business Intelligence & AnalyticsRole: Data AnalystEmployement Type: Full timeContact Details:
Company: CrisilLocation(s): Pune
Keyskills: python data management analytical bloomberg investment banking market data analysis capital market equity sql corporate actions analytics data quality derivatives operations financial products big data fixed income financial markets finance reference data governance
Crisil
CRISIL is India's leading Ratings, Financial News, Risk & Policy Advisory company.CRISIL's majority Stakeholder is Standard & Poor's, a division of The McGraw-Hill Companies and the world's foremost provider of independent credit ratings, indices, risk evaluation, investment research and dat...
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