Job Purpose: Data scientist working as part of Markets Capital Task Force, to help Markets more actively manage capital. Responsible for analysing, presenting and sharing capital and related data using Tableau and other tools as needed. Aim for as much transparency and accessibility as possible, empowering others to utilise data and tools.

Job Background/context: Markets Capital Task force is co-led by In-Business Market Risk & XVA teams. The XVA desk is responsible for the pricing and subsequent risk management of derivatives trades including the use of credit, funding and capital. The In-Business Market Risk team is responsible for market risk across asset classes. As part of both teams’ mandate to facilitate business and manage return on capital, the desks need Front Office staff focused specifically on capital for Markets.

Key Responsibilities:

• Build and host Tableau dashboards & performance visualisations on capital and connected datasets, with strong emphasis on turning insights into actions
• Provide data analysis to product desks and other partners
• Drive improvements on underlying dataset: partner with MQA & IT to integrate into dataset Front Office/shadow version of RWA and other capital metrics across asset classes, and underlying sensitivities & attribution analysis
• Review and compare FO version with official capital calculations, help with strategic system state
• Enable users to conduct own analysis, and take feedback on set views via regular dialogue and partnership with product XVA desks, IBR teams, structuring desks, trading desks and sales coverage.

Person Specification

Knowledge/Experience:

Must have 2+ years working with data analytics on large datasets, ideally within financial Markets.

Proven ability analysing business needs, building visualisations, and tracking down complex data quality and integration issues.

Skills:

Very strong SQL and Tableau skills required. Python or other programming a plus.

Strong analytical and mathematical skills.

Attention to detail.

Demonstrable team skills both within and across teams.

Ability to pick up new concepts and think outside the box.

Preferably comfortable with derivatives modelling concepts.

Qualifications:

Undergraduate numerate degree or higher