| Description: |
Our client is looking for a (Market) Data Analyst with at least 2+ years experience of financial markets and good experience in locating and validating market data ideally for FX, IR and Credit Products. Good Excel skills are also required. Knowledge of Bloomberg and Reuters as well as VBA skills are desirable. The context of the assignment is as follows: Stressed VaR is a project across our clients front office (FO) systems to meet regulatory requirement to calculate HVaR based on an historical stressed period. For this they need to collect a lot of market data (Reuters / Bloomberg) and put it into the FO systems. Or, first generate scenarios and put it into the systems. Experience with handling market data is a must have. Knowledge on market risk management much preferred. Or, alternatively some knowledge of FO systems (mainly Murex and Summit). |
