Data Analyst- Exposure Calculation, Market Data Background

Counterparty Credit Risk Data Analytics Team analyses security movements, trade volume and exposure trends to identify and address data quality issues that impact exposure calculations. This is accomplished by working closely with our partners in Counterparty Risk Analytics, Credit Risk Management, Governance teams and Technology to improve the integrity of the factors, processes and systems that impact data quality. The team is comprised of risk professionals with subject matter expertise of the key attributes that are critical for effective exposure calculations (PSE, NSE) on Derivatives (OTC) and Securities (SFT) products. This includes knowledge of systems, exposure calculations, transaction data, securities and market data. The proactive identification and improvement of Risk data quality through analysis of key risk inputs, reference data and exposure measurements. Perform risk data quality analysis and address potential risk process and exposure calculation improvements across multiple businesses: Risk Management, IT, Finance, Front Office etc. specializing in Over-The-Counter Traded Derivatives (OTC), Securities Finance based Transactions (SFT) products and security related information.