Business Analyst – Market Data & Risk Analytics

We are seeking a Business Analyst with strong expertise in Market Data and Risk Analytics to support initiatives across Global Markets. This role focuses on enabling accurate and scalable usage of risk time series data within VaR and risk modelling frameworks, working closely with trading, risk, and technology teams.

The ideal candidate will have hands‑on experience in market data analysis, data quality controls, and time series modelling, along with familiarity with FRTB IMA frameworks.

• Gather, analyze, and document business and data requirements related to market data and risk analytics.
• Work with risk and analytics teams to support VaR models and time series data usage.
• Analyze and validate market data inputs, including:
• Time series construction
• Data quality issues and gaps
• Data sourcing and transformations
• Implement and monitor data quality controls across market data pipelines.
• Perform data analysis, reconciliation, and validation across systems.
• Collaborate with technology teams to support data pipelines, enhancements, and issue resolution.
• Engage with market data vendors and external data providers for sourcing and validation.
• Produce functional documentation, user stories, and test cases (SIT/UAT).
• Support governance, standardization, and documentation efforts across market data frameworks.

• Strong experience as a Business Analyst in Capital Markets / Market Risk.
• Deep understanding of market data concepts and time series analysis.
• Data quality controls and governance practices.
• Strong working knowledge of data analysis tools (SQL, Excel, Python).
• Ability to prototype and script in Python.
• Experience working with market data sourcing, validation, and vendor data integration.
• Proven experience in data analysis, validation, and reconciliation.
• Strong communication and stakeholder management skills.

• Good understanding of risk workflows and VaR model inputs.
• Trade lifecycle and data dependencies.
• Understanding of regulatory and compliance requirements in banking environments.

• Experience with market data platforms and data pipelines.
• Handling time series data and metadata‑heavy environments.
• Familiarity with FRTB frameworks (IMA exposure preferred).
• Data lineage, modelling, and transformation logic.
• Exposure to platforms such as Quartz (QZ), SecDB, Athena, or similar systems.

• Experience working with market data governance or standardization initiatives.
• Exposure to risk analytics or quantitative workflows.
• Familiarity with external data vendors and procurement processes.
• Prior experience in global banking environments.