Senior Market Data Analyst
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Job Location:
Amsterdam - Netherlands
Monthly Salary:
Not Disclosed
Posted on:
Yesterday
Vacancies:
1 Vacancy
Job Summary
Job Title:Senior Market Data Analyst
Corporate Title:Associate
Certification Status:Subject to Conduct Rules wef 2017
Business/Function:Wholesale Banking
Department:TRM
Line Manager:Peter Cheung
Status:Permanent
Required start date:ASAP
Location:Amsterdam
Department Overview
The Market Data Analytics Team is part of the Traded Risk Management (TRM) department supporting a wide area of businesses within Financial Markets and Group Treasury. The Market Data Analytics team is responsible for all aspects of market data used by the TRM department including market risk product control and counterparty credit risk.
ING is looking for a Senior Market Data Analyst/ Business Analyst to join the Market Data Analytics Team (MDAT) supporting a team focused on the management of market data sourcing transformations models and proxies and monitoring of market data as well as leading and executing deliverables on a specialist area under a strategic market data programme. We are looking for a candidate who has proven hands on experience in managing projects analysing and visualising large sets of market data as well as a background in Market Risk and some derivatives pricing knowledge.
Job Specification
Main Duties and Responsibilities of Role:
Leading on at least one asset class as a subject matter expert to plan and deliver on strategic market data programme work to resolve regulatory findings and transition to target market data architecture.
Develop a deep understanding of all market data processes and technology systems used across ING
Build requirements for monitoring market data quality reporting with co-ordination with other teams to maintain high market data quality standards.
Being a point of contact to resolve market data queries from our stakeholders including Trading Risk and Model Validation
Conducting analyses and executing on agreed deliverables on large data sets across multiple technology systems for any market data related deliveries including but not limited to bulk corrections new FM products support and new market data models
Working closely with Model Validation to close out market data related findings
Working closely with Model developers to develop derived market data and proxy models
Collaborating with the global team across the full market data lifecycle including requirements architecture implementation testing and release management
Daily market data validation & reporting defined by internal ING Market Data Policies
Candidate Profile
Qualification/Education
Essential: Graduate (at least UK 2:1 degree 60% under ECTS US A-/B ) in finance or another quantitative subject
Desirable: Professional qualification (e.g. PRM FRM QCF)
Experience/Knowledge
Essential:
Experienced professional or business analyst in risk management within large internationally active financial institutions
Building market risk data cleansing and validation solutions using Python
Desire to lead market data programmes and deliveries in own area of expertise
At least three years of experience in Market Risk Product Control or Valuations Risk
Good quantitative level of experience with two or more asset classes of the following and their risks (Interest rate products FX Credit derivatives Equity derivatives Commodities)
Experience in dealing with large market data sets and associated technology with a working knowledge of SQL and Python
Desirable:
Experience with and keen interest in financial markets relevant policies guidelines and regulations
Understanding of regulatory frameworks
Closing out model validation and audit findings in a previous role
Advanced level understanding of quantification of market risk metrics (VaR HVaR IRC etc.) and market risk capital requirements
Azure DevOps and Git version control
Experience with systems such as Summit Murex Bloomberg Superset DAP Google Cloud Platform Reuters also a plus
Personal Competencies
Essential:
Delivery focused
Interest in resolving complex issues
Strong verbal and written communication skills: Position involves regular interaction with colleagues in varying degrees of seniority and understanding of new rules and processes. Candidate should be able to adapt communications to target audiences ranging from senior executives to junior colleagues involved/impacted by new rules and processes
Self-starter proactive results driven and flexible has the ability to adjust quickly to new circumstances
Must be capable of working independently using time efficiently
Team player with a mindset of empowering others
Hands on approach with good analytical skills
Fluent in English
Required Experience:
Senior IC
Key Skills
- Microsoft Access
- SQL
- Analysis Skills
- Microsoft Powerpoint
- Securities Law
- Data Mining
- Investment Banking
- Market Research
- Microsoft Excel
- Visual Basic
- Bloomberg
- Data Analysis Skills
About Company
ING Global Career Opportunities - Welcome to 'careers at ING'. We give you the space to develop yourself as an intern, trainee and professional. Check out our opportunities. Jump on!
