Specific deliverables of the role:

  • Understand and analyze risk and finance data requirements to create strategic data models and data dictionary for different data classes eg. sensitivities, trade, position, reference data, accounting, scenario.
  • Understand and analyze risk & finance policies, methodology documents, measure calculations, data flow and derivation across risk and finance areas i.e. capital, accounting, market risk, credit risk, operational risk & liquidity risk, to create measure models.
  • Understand and capture data and reporting requirements from risk and finance projects in data models and data dictionary.

The role involves:

  • The primary focus of the role involves gathering of data requirements, analysis and data modelling & documentation.
  • The key elements include planning, assessment of completeness and accuracy of the data, specification of data taxonomy and derivation process.
  • Understanding the various processes to generate the risk and finance calculations, measurements and reports.
  • This will involve evaluation and analysis of risk and finance exposures by employing statistical and other approaches.
  • This role will work closely with the Risk Managers, Business SMEs, Front Office IT, Risk and Finance IT, Risk/Finance Controllers, Operations and counterparts in other regions

 Candidate Qualifications:

  • Graduate candidate is preferred.
  • Very strong buisness analysis skills.
  • Attention to details.
  • Good understanding of risk & finance concepts i.e. VAR, EPE, BASEL III, BCBS etc.
  • Excellent written, oral communication & presentation skills.
  • Advanced Excel skill and good database knowledge.
  • Able to work independently on assigned tasks and collaborate well with other team members.

Added Advantage:

  • Working knowledge of financial products including pricing, valuation and audit.
  • In depth understanding of the more common financial products (e.g. Forex, futures, options, swaps, credit derivatives).
  • Knowledge in front to back data requirements.
  • Experience in data modeling, data architecture or project management working with business stakeholders and IT.