ONLY W2

Location: New York City (3 days onsite - Hybrid)
Duration: 6 months, possible extension

Heavy data sets experience, Trade, Market Risks, Regulatory, SQL, Tableau, QlikSense, QlikView is required. Python & Spark is a plus along with working and setting APIs experience.\"

Data Specialist

Global Markets provides world-class solutions that are as diverse as the needs of the corporates, institutions, governments, and individual investors we serve. The breadth, depth, and strength of our underwriting, sales and trading, and distribution capabilities span asset classes and currencies, sectors and industries, covering a vast array of products.

The candidate will be a key member of Credit and Price Risk Execution in Global Markets. Markets Credit and Price Risk Execution is mandated to establish and maintain a robust first line of defense designed to minimize risk within the business including leading critical control initiatives to mitigate risk in Trading, Financial Crimes and Conduct while ensuring strong governance to measure, monitor, manage and escalate key risks.

We are seeking a consultant to join our team and contribute to the successful design and implementation of the Basel Fundamental Review of the Trading Book (FRTB) market risk capital rule requirements.
The role requires an understanding of market risk management and hands-on experience working with large datasets. The ideal candidate will collaborate with cross-functional teams to evaluate trade and risk data, and support the design and development of controls to identify any misclassifications per the market risk capital rules.
Responsibilities and priorities will reflect needs of the organization and will evolve over time, however the following are some of the specific activities expected of this role:
Design and Implementation: Support the design and implementation of the Basel III, End game, FRTB market risk capital rule requirements to classify activities as market risk capital covered or non-covered positions.
Utilize data science techniques combined with intuitive design, flexibility, and accuracy to develop business controls to monitor trading activity
Collaborate with the business, finance, market risk teams to identify and evaluate trading activities against regulatory requirements
Working with various datasets (Trade, Position, Market Risk, PnL, internal reference data)
Developing analytic dashboards to visualize and monitor control profiles
Working with API's and modern/legacy databases
Partner with Technology teams to develop sustainable solutions supporting the Program including enhanced controls and streamlining/automation initiatives.
Issue Management: Identify, prioritize and proactively manage dependencies, risks, exceptions and issues
Qualifications:
Experience with market risk, regulatory rules and ideally in delivering regulatory initiatives. Knowledge of Basel and FRTB specifically is a plus.
5 years' experience working with large data sets within capital markets
Strong programming skills in python, pyspark, experience using pandas are required
Experience and/or training in data science
Experience working with Tableau or Qliksense/Qlikview is desired
Proficient in SQL, NoSQL databases, and working with APIs

Education:
Undergraduate degree in a quantitative discipline such as computer science, mathematics, statistics, engineering or financial engineering is required
Pay Range: $75 - $80

The specific compensation for this position will be determined by a number of factors, including the scope, complexity and location of the role as well as the cost of labor in the market; the skills, education, training, credentials and experience of the candidate; and other conditions of employment. Our full-time consultants have access to benefits including medical, dental, vision and 401K contributions as well as any other PTO, sick leave, and other benefits mandated by appliable state or localities where you reside or work.