Data Scientist

Overview

The Data Scientist works as part of Markets FO CDE Triage team to help Markets manage changes to the FO CDE in line with regulatory interpretations and Model Governance. Responsible for supporting the review, prioritization and approval of all Front Office (FO) Critical Data Element (CDE) changes, including senior reporting and escalations.

Within Counter party Trading & Risk (CTR), the Markets Capital Advancement team drives and oversees execution and management of capital initiatives. The XVA trading desk (part of CTR) prices and manages risk of derivatives trades, including credit, funding and capital. The desks need Front Office staff focused specifically on capital for Markets. This role, within COO, will support the broader CTR team in ensuring FO CDEs are in compliance with enterprise-wide data policies.

• 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
• Impact 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

• 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

• Undergraduate numerate degree or higher

Technology