Risk Market Data Analyst responsible for ensuring accurate and timely market data feeds for risk models, regulatory reporting, and capital calculations
Supports risk management by applying correct market data methodologies and monitoring controls
Works closely with internal teams and external data vendors to maintain high-quality risk data
Key Responsibilities
Ensure accurate and timely market data feed to risk models in line with regulatory guidelines
Assist in preparation of internal and regulatory reports on a weekly, monthly, and quarterly basis
Produce impact analysis reports following changes to market data
Support requirements gathering for market data systems used in market and counterparty credit risk
Provide input on market data platform architecture and data delivery methods
Maintain controls, risk assessments, and assurance programs to monitor and manage material risks
Collaborate with auditors and internal stakeholders to ensure regulatory compliance
Required Experience
At least one year of relevant experience in risk or market data analysis
Strong understanding of finance concepts, value at risk, and counterparty credit risk
Experience working with external data vendors and sourcing data
Familiarity with relevant risk and data applications and software
Experience producing regulatory reports and interacting with auditors
