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Role Details
Senior Data Quant - Risk Analytics – Quant Analyst - Data Analyst
Salary:
£650 - £750 per day
Market:
Buy Side, Insurance, Sell Side
Location:
London
Role Type:
Contract
Contract Duration:
6 months
Email:
Phone Number:
0207 763 7084
Job Reference:
BHJOB6067_12579
Date Posted:
30/01/2018
Senior Data Quant - Risk Analytics – Quant Analyst - Data Analyst

Bloomberg Attributes - Securities - Assets - Data Quant – Risk & Analytics – Solvency II - Pillar 3 - Excel - Reporting

A Senior Data Quant is required by our client, a FTSE100 financial services business based in London, who are expanding their Risk Analytics team due to increasing demand and upcoming projects. 

This team is responsible for the quantitative financial analysis and the provision of risk solutions including asset data, analytics libraries, risk measurement and MI covering both external regulatory (SII, IFRS) needs and those of other internal reporting metrics (e.g. Economic Capital, ALM and Portfolio Credit Risk), as well as asset classification, credit ratings & asset data services.

The Data Quant will check, cross reference, cleanse and review the asset data and will make sure that the primary fields of reporting are populated correctly and that the data is ready for modelling. 

This role requires good experience of data sourcing, in particular with Bloomberg, as well as asset pricing and valuation, with an understanding of how market and asset data will modify the valuation.

The successful Data Analyst will have strong financial services knowledge around securities and their underlying attributes (Credit Fixed Income, Rates and Interest Rate Fixed Income, ABS, Equities, Property, Derivatives). 

Key Skills and Responsibilities

  • Support and deliver the monthly asset data load for the EC, IRT and all other relevant work streams by ensuring reliable & accurate asset feeds
  • Source and cleanse the Pillar 3 reporting data on a quarterly and annual basis to ensure that it is accurate, complete and fit for purpose
  • Maintain the 3rd Party data required for reporting: EC, IRT, Pillar 3
  • Validate and reconcile Pillar 3 data using defined tools (SIIAssist and Magnify) to ensure that the data complies with the Solvency II reporting requirements
  • Act as a technical / data SME for projects undertaken by the team.

This is a great opportunity for an experienced Data Quant Analyst to join the growing team of an established FTSE100 organisation and deliver key data projects within their Risk & Analytics function.



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