Senior Credit Risk Associate

Business Unit Overview:

Risk Infrastructure (RI):

Risk Infrastructure is responsible for the overall governance and support of the firm's Financial Risk platform. This includes activities like input data management and control, capital assurance for market risk, risk limit management and risk reporting. In addition, they assist Risk Managers (RM) in resolving data issues where necessary and take corrective actions. RI also drives data management strategy for Risk and helps develop data architectures that are flexible and scalable to meet new regulatory requirements.

The team ensures relationships between a range of reference data, trade attributes, instrument and transaction data are not broken. Whilst input data is validated, reported data is reconciled.

Drives data management strategy for Risk and helps develop data architectures.

Provide ad-hoc risk views and drill down analysis of less transparent risks and issues of importance to senior Risk Management/Trading Heads.

The candidate must have a strong background in visual data delivery, interactive design and SQL with a passion for re-imagine/design.

This is a business plus technical role. Roles and responsibilities are defined below.

Key Responsibilities:

• Design and implement data quality frameworks and controls for market risk data
• Monitor data quality metrics and create regular reports on data integrity
• Lead data quality issue resolution and manage escalation processes
• Develop and maintain data quality dashboards
• Partner with market risk teams to understand data requirements
• Ensure compliance with regulatory data requirements like FRTB, Basel 2.5
• Maintain data governance standards for market risk
• Create and modify Python scripts for complex data transformations and joins

Skills:

• 3 to 6 years experience in data management, preferably in financial services
• Strong understanding of market risk concepts and metrics like FRTB, Basel 2.5
• Experience with ETL processes and data quality management
• Knowledge of data governance principles
• Strong problem-solving and analytical skills
• Strong communication abilities to work with stakeholders
• Understanding of credit risk principles
• Problem-solving and analytical thinking
• Project management capabilities
• Ability to translate business requirements into technical solutions
• Knowledge of Basel regulations
• Understanding of BCBS 239 principles
• Basic SQL and Python knowledge to be able to run or modify SQL/Python queries
• Experience in stakeholder management
• Previous experience in financial services industry
• Knowledge of regulatory reporting requirements