Work with the brightest minds at one of the largest financial institutions in the world. This is long-term contract opportunity that includes a competitive benefit package!
Our client has been around for over 150 years and is continuously innovating in today's digital age. If you want to work for a company that is not only a household name, but also truly cares about satisfying customers' financial needs and helping people succeed financially, apply today.
Position: Market Data Manager
Location: New York, NY 10001
Term: 6 months
- Establish and implement procedures and methodologies to identify data quality issues in Credit market data
- Design workflow for identification, verification and remediation of data quality issues in market data
- Review impactful data quality issues that need to be resolved, and recommend remediation actions
- Work closely with middle office team to remediate any data quality issues identified in internally marked curves or volatility surfaces
- Partner with Market Risk Analytics team in curating golden copy of historical market data for Market Risk VaR calculations
- Review DQ stat reports, discuss trends, and recommend actions for process improvements* Work closely with IT in building Market Data System of Record
- Identify and research new technologies, solutions, and deep learning capabilities that solve relevant business problems, including reinforcement learning, semi-supervised learning, unsupervised learning.
- Develop and implement a data management, data quality or metadata research plan that may include small teams.
- Engage with and support data management teams with technical guidance and direction.
- Influence and teach others in new areas by writing papers, giving presentations internal and external, leading courses and curriculum, giving demonstrations.
- Researches new technologies, solutions, and techniques.
Is this a good fit? (Requirements):
- 10+ years of experience working with market data and time series
- Strong product knowledge of Credit and Structured products, such as Bonds, CDS, CDO, MBS, CMBS, ABS, etc
- Working knowledge in market data generation mechanism, such as curve fitting process, index methodology, etc
- Prior knowledge of statistical modeling techniques used in identifying data quality issues like outliers, stale data, gaps, etc
- Working experience with market risk models like VaR
- Experience working with large amount of market data from diverse sources, in particular those covering credit products, e.g., Trepp, Markit, BBG, TRACE, etc
- Familiar with market risk regulations requirements, theories and practices; in particular FRTB requirements and industry practice
- Excellent data analysis skills, using SQL, python, R, etc
- Excellent Oral/written communication with cross functional teams
- Effective in writing business requirements document
- 10+ years of experience in one or a combination of the following: data management, data governance, data quality or data analysis
- 2+ years of academic research experience
- 2+ years of communication experience in one or a combination of the following: facilitating technical conferences, publishing articles, or delivering tailored presentations