Market Data Business System Analyst (Capital Markets)

Location: Toronto, ON, Canada
Date Posted: 26-09-2018
Brief Project Description:
The primary purpose of this role is to provide business analyst leadership across the global FRTB program focused on risk Market data and Scenarios management within Client's Capital Markets, mainly focus on support the new build of MDSS2 (new generation of Market Data and Scenario Service) to support the whole new FRTB risk functionalities.

The Market Data Business System Analyst will work closely with multiple dev teams within Client's Risk IT to ensure a coherent and cohesive end-to-end platform for FRTB and future Enterprise and Local Market Risk, Credit Risk and Liquidity Risk.

Working as part of a high performing team delivering a best-in-class technology platform across corporate systems, this individual will performing detailed business analysis of FRTB market data and scenario simulation requirements with GRA business users, providing BA support to the FRTB market data DEV team and working closely with other FRTB Dev/QA teams. The role is based in Toronto.
Project Name: Fundamental Review of Trading Book (FRTB) 
Must Have Skills:
•          University Degree, advanced degree in Finance, Math, Engineering preferred
•          5 years work experience in Financial Institute Capital Market area
•          In depth knowledge on Capital Market financial products and market data across all asset classes (IR, EQ, COMM, FX, Credit), strong quantitative skills,
•          In depth understanding of Market Risk Management calculation, VaR, sensitivity and stress, P&L decomposition, etc;
•          Excellent understanding of third party vendors and data providers in market data domain
•          Knowledge of relevant market data technology. Experience with time series database, i.e. FAME, HP Vertica
•          Good business writing skills with the ability to clearly and precisely translate complex business practices into clear and easy to follow processes
•          Strong SQL skills and strong MS Excel skills
Nice to Have Skills:
•          Good understanding of Basel regulatory environment and its evolution and challenges
•          Familiar with Agile/Scrum and experience with continuous integration development
•          Professional risk/finance certifications (e.g. FRM, PRM, CFA)
•          Experience with popular risk systems and trading systems in the market.
Soft Skills:
•          Strong communication skills – verbal and written
•          Strong stakeholder management skills
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