Description

You will manage data validation, governance, and quality strategies to support Financial Risk Management (FRM) operations.

This role is on-site.

Responsibilities

• Perform hands-on data validations, reviews, and write quality reports to support FRM requirements.
• Collaborate with model owners, developers, and users to resolve validation issues.
• Profile data for anomalies, implement business rules, and document data validation processes.
• Execute action plans to meet internal audit and regulatory deliverables, providing ad hoc data extracts for evidence.
• Conduct ad hoc analysis to identify model limitations and recommend remediations.

Required Skills

• 5+ years of experience in financial risk management or related quantitative fields.
• Advanced SQL programming skills, including complex queries and stored procedures.
• Experience with data model and database table design.
• Understanding of data pipelines within data warehouse and data lake applications.
• Knowledge of quantitative finance valuation models, including curve building, term structure, option, and credit models.
• Experience with VaR modeling, stress testing, and back testing methodologies.
• Proficiency in Excel (VBA), SQL, and Python.
• Understanding of Agile, CI/CD, and DevOps practices.
• Familiarity with banking, financial instruments, and capital markets.

Preferred Skills

• FRM Certification or CFA designation.
• Knowledge of fixed income products, such as government securities and mortgage-backed securities.
• Experience with BI tools like Power BI or Tableau.

Key Skills

Education

Not specified