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The Data Scientist will work as part of the Markets FO CDE Triage team, helping manage changes to FO CDE in line with regulatory interpretations and Model Governance. Responsibilities include the review, prioritization, and approval of FO CDE changes.
Job Responsibility:
Deliver analytics initiatives to address business problems with the ability to determine data required, assess time & effort required and establish a project plan
Provide data analysis to FO CDE Triage team and other stakeholders
Drive improvements on underlying dataset: partner with MQA & IT to integrate into dataset Front Office/shadow version of RWA and other capital metrics across asset classes, and underlying sensitivities & attribution analysis
Review and compare FO version with official capital calculations, help with strategic system state
Impacts the business directly by ensuring the quality of work provided by self and others
impacts own team and closely related work teams
Mines and analyzes data from various banking platforms to drive optimization and improve data quality
Deliver analytics initiatives to address business problems with the ability to determine data required, assess time & effort required and establish a project plan
Requirements:
Experience working with data analytics on large datasets, ideally within financial Markets
Proven ability analysing business needs, building visualisations, and tracking down complex data quality and integration issues
Very strong SQL and Tableau skills required. Python or other programming a plus
Strong analytical and mathematical skills
Attention to detail
Demonstrable team skills both within and across teams
Ability to pick up new concepts and think outside the box
Preferably comfortable with derivatives modelling concepts
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