About the job
Key Responsibilities
- Risk Data Infrastructure: Architect and sustain the risk data warehouse and marts, ensuring seamless integration of critical data sources such as trading, finance, and operational metrics.
- Data Pipelines & Controls: Develop ETL/ELT processes with comprehensive monitoring, logging, access controls, and data quality checks to ensure data integrity and reliability.
- Data Model Adaptation: Continuously refine the canonical data model to align with evolving business needs.
- Reporting Automation: Streamline regular MI reports, including mark-to-market and daily reports, while providing self-service dashboard capabilities.
- Governance & Documentation: Ensure all metric definitions and documentation are maintained, making MI regulator and audit ready.
- Collaborative Delivery: Translate risk requirements into innovative data products while managing project backlogs and engaging stakeholders effectively.
- Quantitative Risk Modelling: Design and sustain quantitative models to generate outputs pertinent to liquidity and risk management.
Key Deliverables
- Comprehensive risk data warehouse/marts along with documented datasets and scheduled pipelines featuring alerts.
- Automated MI packs and dashboards equipped with reconciliation checks.
- Thorough data dictionary, lineage, and access controls, with a plan to reduce manual reporting.
