Associate Director, Quant Business Analyst

  • IHS Markit
  • Ropemaker Street, London, UK
  • 18/03/2019
Full time Data Science Data Engineering Data Analytics Data Management Statistics Software Engineering

Job Description

IHS Markit Financial Risk Analytics delivers enterprise risk solutions to some of the largest firms in the financial services industry, and is part of IHS Markit, a dynamic entrepreneurial company listed on NASDAQ.

IHS Markit is currently investing in their technology platform to develop a number of new revenue generating products, leveraging open source and big data technologies. These include new visualisation, risk aggregation and smart data initiatives that address new data, risk and regulatory requirements and are highly visible and strategic within the organisation.

These initiatives are using best of breed technologies, such as Hadoop, Spark, HDFS, HBase, Cassandra along with in-house developed technologies, and the successful candidate will be working in a fast paced, dynamic team environment, building commercial products which are at the heart of the business.

Position summary

We are currently extending our offering to include a risk factor utility. The risk factor utility will initially be focused on FRTB but will leverage the latest technology to be highly interactive and configurable to have application across many regulations. Under FRTB the bar for achieving and retaining model approval has been raised very significantly and the amount of capital will be much more sensitive to modelling choices and data quality for historic time series. The utility will support banks in their capital modelling by offering time series collection, cleaning, modelling for delivery via software as a service and will incorporate data from the other divisions of market such as CDS.

We are looking for a Technical Business Analyst who will be the vital link between our information technology capacity and our business objectives by supporting and ensuring the successful completion of analytical, building, testing and deployment tasks of our software product’s features.

Duties & accountabilities

  • Work with clients to configure and use our tools for scenarios generation and capital analytics
  • Design, build and update mock-ups / prototypes of the product based on requirements and workshops
  • Sanity and component testing of new features during the development phase & review of test plans.
  • Capture detailed business and functional/non-functional requirements from existing systems, SME interviews and workshops.
  • Own and develop relationship with customers, working with them to optimize and enhance our integration

Business competencies

Education and experience

  • Talented developer with strong interest in acquiring business knowledge or experience working as a technical business analyst within a data driven environment such as Fixed Income or Market Risk
  • University degree in a quantitative subject
  • Experience of at least one programming language preferably Python but R and SQL also considered

Business awareness

  • Must have experience in technology projects
  • Understanding of financial markets, financial instruments and risk practices is desired
  • Expertise in market risk & counterparty risk measures and product valuation across all asset classes desired
  • Experience with market data time-series derivation and governance, or market data analysis tools (e.g. Asset Control) desired

Management requirements

  • Experience in managing and delivering successful and complex technology projects
  • Excellent teamwork and interpersonal skills

Personal competencies

Personal impact

  • You love to solve complex problems, whether that's making the user experience as responsive as possible or understanding complex client requirements.

Communication

  • You can confidently present your own ideas and solutions, as well as guide technical discussions.
  • You can effectively communicate with external clients

Teamwork

  • Your welcoming attitude encourages people to approach you when they have a problem you can help them solve.

It is the policy of IHS Markit to provide equal employment opportunity (EEO) to all persons regardless of age, color, national origin, citizenship status, physical or mental disability, race, religion, creed, gender, sex, sexual orientation, gender identity and/or expression, genetic information, marital status, status with regard to public assistance, veteran status, or any other characteristic protected by federal, state or local law. In addition, IHS Markit will provide reasonable accommodations for qualified individuals with disabilities. We maintain a drug-free workplace. For candidates in the US, we are a participant in E-Verify (see link below).

Current Colleagues

If you are currently a colleague with IHS Markit please apply internally via Workday.