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Strong bank brand and metro location increase competition, but niche capital-markets data expertise limits candidate pool.
Requires deep capital markets, derivatives and regulatory domain expertise, so skills are not easily transferable across industries.
Explicit 13+ years plus deep derivatives, regulatory, and technical data tool requirements make hiring filters highly rigid.
Own end-to-end assessment and documentation of derivative and SFT data flows used in regulatory reporting, identifying gaps and driving remediation.
Design and implement data governance controls and systematic solutions to eliminate manual data adjustments and improve data quality.
Collaborate with Markets, Risk, Finance, Technology, and Data Engineering teams to gather requirements, perform data analysis, and validate business rules for capital markets data products.
13+ years of combined experience in banking, financial services, IT, or data governance.
Strong knowledge of derivatives products (Equities, FX, IRS, Commodities) and SFT (Repo, Reverse Repo, Securities Lending and Borrowing).
Proficient in data analysis tools and programming languages like Excel, SQL, Python, PySpark; experience with data management and lineage tools.
Engineering graduate with postgraduate degree in Finance preferred; Work Experience Required: 13+ years explicitly mentioned.
Experienced in capital markets product data flows and regulatory reporting, able to break down complex data processes for issue resolution.
Skilled in stakeholder management across technical and non-technical teams for requirement gathering and solution design.
Capable of leveraging AI tools and automation (AutoML, GenAI, LLMs) to enhance data analysis and reporting efficiency.