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Details

Start date:
ASAP

Required skills:
Data, analyst, business, analyst, python, data, science

Location:
England, Wiltshire, Swindon

Industry type:
IT, Oil and Gas

Additional benefits:
+18-20% shift to cover late shift

Required skills:
Data, analyst, business, analyst, python, data, science

Salary:
£35,000 - £35,000 per annum

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Risk Market Data Analyst

Job description

Our client has a great new role with the Risk department. The role of Risk Market Data is a function within Risk. The goals are to deliver value by enabling the desks and risk gain a quantitative insight into the commercial activities of the global landscape and enable them to enter new markets and provide integral support in the development and implementation of new products. Risk Market Data has the ownership of the Risk EoD (End of Day) and is responsible for the daily provision with high quality market data into the database. It is responsible for the implementation and deployment of new data feeds and data validation routines, the calculation of statistical parameters for the risk measures VaR (Value at Risk) and the credit risk calculations and the coordination of the EoD. Must be able to cover 2 late shifts on a rota basis. Shift allowance on top of salary

  • Daily data market data validation for the EoD process
  • Escalation of suspect data to the sources
  • EoD Coordination
  • Daily calculation of the statistical parameters for VaR
  • Maintenance of existing data provision and validation processes to ensure high quality
  • Implementation of new data processes
  • Fulfil Adhoc data requests (sourcing and analysis)
  • Risk & M-CFO
  • Front Office, Back Office and New Business Opportunities
  • Risk Methodology (setup of new data generation and validation routines, VaR topics)
  • IT (Database Development, Architecture and EoD)
  • S&V (pricing libraries)
  • Back Office (NBAP/BAU)
  • Finance (BAU)
  • Thorough working method and good understanding of numbers
  • Relevant commodity and market expertise
  • Ability to develop in Python or willingness to be trained in Python
  • Willingness to get into data science
  • Willingness to do shift work (rotating shift system Early Shift starting at 7:30, Late Shift ending at 8:30)
  • Be able to take on and run 'mini' projects
  • Understanding of specialist IT systems
  • Fluent spoken and written English; ability to write and speak German is desirable, but not essential
  • Willingness to travel to other locations occasionally
  • Ability and willingness to prepare and present to team members and stakeholders
  • Bachelor's degree or equivalent


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