Back
Tier-1 bank and Pune metro increase competition, but seniority and niche capital-markets focus reduce density.
Requires deep derivatives and regulatory reporting expertise, limiting transferability across industries.
Explicit 9+ years, capital-markets domain expertise, and mandatory SQL/Python/PySpark stack.
Login to See Your Match Score
Create a free account or log in to unlock your CV match score across:
Accountable for analyzing and documenting derivatives and Securities Financing Transactions (SFT) data flows for regulatory reporting and risk management at enterprise level.
Lead end-to-end assessment and mapping of data elements used in regulatory reports, including gap analysis and design of data governance controls.
Design and implement systematic solutions to eliminate manual processes and remediate data quality issues, collaborating extensively with business, risk, finance, technology, and data engineering teams.
9+ years of combined experience in banking, financial services, IT, data controls, or governance.
Strong understanding and experience with Derivative products (Equities, FX, IRS, Commodities etc.) or Securities Financing Transactions (Repo, Reverse Repo, Securities Lending and Borrowing).
Proficiency in data analysis tools like Excel, SQL, Python, PySpark, and experience with AI-accelerated data analysis including GenAI and LLMs prompt engineering.
Preferably Engineering graduate with Post Graduation in Finance; work experience required explicitly; no notice period mentioned.
Experienced in Capital Markets domain with a deep knowledge of data management, data governance, and regulatory data requirements.
Skilled in stakeholder management and able to communicate effectively with both technical and non-technical stakeholders to gather requirements and deliver clear documentation.
Operates well in collaborative, cross-functional environments coordinating between business and technical teams to solve complex data flow and quality issues.