Data yst Onsite - Dallas TX
Data yst Onsite - Dallas TX
Posted on :
28-09-2024
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Job Description
Title: Data Analyst
Location: Onsite Dallas TX
Duration: 6 Months (Contract)
Job Description
Job Duties:
- Perform handson validations and reviews write quality reports data strategy including data governance and data quality to empower the Financial Risk Management (FRM) area.
- Collaborate with the model owners developers and users on all facets of validation and issue resolution.
- Financial risk models data inputs and outputs and review summary and present findings to the business users.
- Perform ad hoc analysis to identify model limitations and performance issues and recommend remediations.
- Profile the data for anomalies business rules data validation new rule implementation and documentation.
- Maintain business valueoriented policy and procedure documentation.
- Execute action plans to meet internal audit and regulatory deliverables. A good understanding of audit requirements and provide ad hoc data extracts for evidence.
- Establish and govern data quality performance metrics for management reporting.
Qualifications:
- 5 years of related experience ideally in financial risk management (FRM) or Chartered Financial Analyst (CFA)
- Bachelors or masters degree in quantitative finance mathematics economics financial engineering or other quantitative fields.
- FRM Certification is a plus.
Skills Required:
- Advanced skills in SQL programming with experience in writing complex queries and stored procedures.
- Experience in understanding data pipelines in and out of data warehouse and data lake application.
- Handson experience with data model database table design and writing complex SQL queries.
- Proven understanding of Agile CI/CD Dev/Ops practices and tools
- Experience with any BI tools such as Power Business Intelligence or Tableau is a plus.
- Preferred knowledge in fixed income products like government securities and mortgagebacked securities.
- Familiar with banking financial institutions financial instruments and capital markets.
- Knowledge in quantitative finance on valuation models (curve building methodologies term structure models option models credit models) and risk management models and methodologies.
- Experience on VaR modeling and stress test and back test model methodologies.
- Experience in managing financial risk within the financial technological industry.
- Proven experience in collaborating with crossfunctional teams on projects; ability of working in a fastpaced sophisticated environment.
- High Level of digital literacy ability to work efficiently with Excel (VBA) SQL and or Python
- Excellent written and verbal communication and presentation skills ability to communicate quantitative concepts to financial professionals.
Employment Type
Full Time
Key Skills
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