Data BA / Modeller - Hedge Fund - London

Key Responsibilities

• Analyse and document complex financial markets datasets, including trade, position, pricing and reference data.
• Acting as the interface between Front Office users and Data Engineering
• Work dataset-by-dataset and field-by-field to understand existing data structures and relationships.
• Analyse data supporting option curves, including the inputs and structures used for pricing and valuation.
• Define data models and source-to-target mappings for migration into Snowflake.
• Translate financial product and business requirements into data requirements.
• Work closely with data engineers, architects, traders and portfolio managers.
• Design data structures suitable for both internal users and external hedge fund clients.
• Identify data quality issues and dependencies across legacy datasets.

Experience Required

• Strong Data BA / Data Modelling experience within financial markets.
• Strong understanding of derivatives and financial products, particularly options and swaps.
• Understanding of how option curves are constructed, including the underlying market data, pricing inputs and data structures.
• Good understanding of how swaps work, their lifecycle and the data required to represent them.
• Experience with data mapping, modelling and migration across complex financial datasets.
• Strong SQL and ability to interrogate data at a field level.
• Snowflake experience desirable.
• Comfortable working directly with traders, portfolio managers and technical teams.
• Hedge fund, asset management or investment banking experience highly desirable.