





Tier-1 bank and metro role, but specialized capital-markets/derivatives focus limits applicant pool.
High because deep capital markets, derivatives, and regulatory reporting expertise is required.
High due to explicit 13+ years, mandatory capital-markets and derivatives expertise, and strict data governance requirements.
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Lead comprehensive analysis and documentation of derivatives and securities financing transactions (SFT) data flows within enterprise systems to support regulatory reporting and business needs.
Design and implement data governance controls, including quality rules and remediation plans, to ensure accuracy and compliance of critical data elements.
Develop systematic, automated solutions to eliminate manual processes, perform detailed requirement specifications, and validate data transformations and aggregations.
Minimum 13+ years combined experience in banking/financial services, IT, data controls, or governance.
Preferably an Engineering Graduate with Post Graduation in Finance.
Extensive hands-on experience in capital markets, particularly derivatives (Equities, FX, IRS, Commodities) and SFT (Repo, Reverse Repo, Securities Lending/Borrowing).
Strong skills in data analysis tools: Excel, SQL, Python, Pyspark; and experience with data management, process mapping, and lineage tools.
Experienced in end-to-end data flow assessments and regulatory reporting within Capital Markets domain, with deep understanding of derivatives and SFT products.
Capable of leading cross-functional collaboration with technical and non-technical stakeholders to gather requirements and develop clear documentation.
Demonstrated ability to apply AI/ML tools and data visualization skills to automate processes and enhance data insight generation.