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Tier-1 bank brand and metro location increase applicant density despite niche capital markets data specialization.
High because role requires deep capital-markets, derivatives, and regulatory reporting domain expertise.
High due to explicit 13+ years requirement and deep capital-markets data governance and technical tool mandates.
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Own end-to-end analysis and documentation of derivatives and SFT data flows for regulatory reporting, ensuring data accuracy and fit-for-purpose solutions.
Lead design and implementation of data governance controls, including quality rules, data reconciliation, and remediation of manual or tactical processes.
Collaborate with cross-functional teams (Markets, Risk, Finance, Tech, Data Engineering) to gather requirements, perform gap assessments, and deliver systematic data solutions.
13+ years combined experience in banking, financial services, IT, or data governance, with extensive exposure to capital markets products.
Deep understanding of derivatives products (Equities, FX, IRS, Commodities) and SFT instruments (Repo, Reverse Repo, Securities Lending/Borrowing).
Strong skills in data analysis using Excel, SQL, Python, PySpark, and experience with data management tools including process mapping and lineage.
Preferred Engineering graduate with postgraduate qualification in Finance.
Experienced in complex data flow analysis and functional testing within capital markets regulatory environments, focusing on derivatives and securities financing transactions.
Capable of leveraging AI (AutoML, Python libraries) and Generative AI/LLM techniques for data cleaning, analysis, visualization, and automation.
Proven ability to communicate effectively with both technical and non-technical stakeholders to drive data governance and reporting initiatives.