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Tier-1 bank brand and metro location increase competition, but niche capital-markets data skills limit applicants.
Specialized capital-markets, derivatives and regulatory reporting knowledge reduces cross-industry portability.
Strong 9+ years requirement with mandatory capital-markets data expertise and technical stack.
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Own end-to-end data flow analysis, documentation, and gap assessment for derivatives and securities financing transactions (SFT) within regulatory reporting frameworks.
Design and implement data governance controls, including quality rules and reconciliation, to ensure accurate and fit-for-purpose data for business and regulatory needs.
Collaborate cross-functionally with markets, risk, finance, technology, and data engineering teams to gather requirements and deliver systematic data solutions that reduce manual processes.
9+ years of combined experience in banking, financial services, IT, data controls, or governance.
Extensive experience in Capital Markets, with deep understanding of Derivatives (Equities, FX, IRS, Commodities) and SFT (Repo, Reverse Repo, Securities Lending and Borrowing).
Strong data analysis skills using Excel, SQL, Python, PySpark; knowledge of AI tools for data analysis including AutoML and GenAI/LLMs.
Preferably Engineering graduate with post-graduation in Finance.
Experienced in managing complex data initiatives with strong stakeholder management and cross-functional collaboration skills in regulated financial services environments.
Strong analytical thinker capable of breaking down complex data processes and designing logical data models aligned to business and regulatory requirements.
Practiced in data governance, data quality, and applying advanced automation techniques including GenAI for improving data management workflows.