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リスク・マネジメント Risk Management
【Risk Management Dept.】Historical Market Data Analyst
Associate
職務内容
Job Description
Job/Group Overview:
The Historical Market Data Group (HMDG) is part of Risk Management Department. The team works closely with the Risk Methodology group that is responsible for the building and running of the risk systems used in the bank. The HMDG itself is responsible for the management of the market data and associated analytics used in the risk calculation systems - this includes both the operation and the development of the market data processes.
 
Responsibilities:
  • Developing the methods, procedures and tools used to manage time-series data.
  • Providing expert support to key stakeholders - Risk Methodology (market and counterparty); Market Risk Management; Risk Model Validation; Risk Change and Middle Office.
  • Meeting the operational deadlines for updating the time-series and related parameters used in the risk systems.
  • Working in a highly collaborative way with Risk Change and IT teams
登録資格
Requirements
Requirements:
<Mandatory>
  • Fluent in English
  • The ability to manage large scale data-sets within a market risk role.
  • SQL to intermediate level.
  • Excel to VBA level
  • Ability to build good relationships across the wider risk community -- risk managers, quants, project managers, business analysts, developers, model validators, etc.
  • Good product understanding across a range of asset classes and markets. This should include both cash and derivatives.
  • An understanding of risk metrics - VaR, expected shortfall, etc.
  • An understanding of the regulatory environment as it impacts market risk in particular.
  • Excellent understanding of the techniques for managing time-series data -- eg, data cleaning and proxy management.
  • Exposure to data vendors (Bloomberg, Thomson Reuters, Markit, etc).
  • Compiling business requirements
  • User-acceptance testing
<Preferred>
  • Python
勤務地
Location 
大手町


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