Back to Job Search

Market Data Manager

  • Location: New York, 10001
  • Salary: 77.35
  • Job Type:Contract

Posted about 1 month ago

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

Day-to-Day Responsibilities:

  • 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

 

Candidates will be responsible for following the client's COVID-19 protocols. Please refer to your MATRIX representative for specifics.

About Us

At MATRIX, we expertly match talented professionals with job opportunities to elevate careers. Since 1983, we have placed thousands of professionals at innovative clients across every industry ranging from small startups to Fortune 50 companies. It’s why we’re consistently in the top 25 of all U.S. IT staffing firms and why our consultants rate us well above the industry average, earning us ClearlyRated's Best of Staffing awards year after year. People come to us for a job, and stay with us because of our top-notch consultant care.

MATRIX is and Equal Employment Opportunity employer and provides reasonable accommodations for qualified individuals.  Supporting medical or religious documentation will be required where applicable. If you are a qualified individual with a disability, you may request a reasonable accommodation under the American Disability Act (ADA) by emailing MATRIX_HR@MatrixRes.com. To ensure a quick response to your request, please use the words “Accommodation request” as the subject line of your email.