Pricing & Valuations Data Team Lead - Market Risk, VaR

Summary: The Pricing & Valuations Data Team Lead - Market Risk, VaR position at a leading investment bank in Belfast focuses on overseeing Price Risk processes, including inventory, valuations, and market risk methodologies. The role involves leading initiatives to enhance data controls and governance while collaborating with stakeholders to implement strategic deliverables. Candidates should possess extensive experience in Market Risk Management and demonstrate strong analytical and communication skills. This position requires on-site work three days a week and is classified as inside IR35.

Key Responsibilities:

• Support the Price Risk Program Initiative lead(s) to drive execution of strategic deliverables aligned to Data, Data Controls and Architecture changes
• Lead or participate in working groups, workshops and stakeholders to understand data and business requirements, define project plans and manage timelines
• Understand the data quality issues aligned with that data set including end to end data flows and controls and ensure these are addressed in the defined target state solution with robust controls
• Work with relevant banking leadership as well as outside experts to design a target-state control-framework for Price Risk, which meets regulatory expectations
• Define a strategy to execute against the designed target-state control-framework for Price Risk, including business analysis, data analysis, practical testing and implementation
• Design required actions to implement the target state and track completion of the actions in line with the banks change methodology
• Identify issues and collaborate with stakeholders to generate solutions

Key Skills:

• 10+ years of experience in relevant fields of Market Risk Management, Product Control or product valuation specialist with First Line and/or Second Line experience or in an associated consulting role
• Excellent oral and written communications skills; must be articulate and persuasive with the judgement and authority to provide insightful commentary to senior stakeholders.
• Ability to drive change to business practices by working effectively across a global organization.
• Ability to handle complexity, ambiguity and a fast changing, often demanding work environment
• Self-starting with the ability to multitask and prioritize
• Good knowledge of data used in Price Risk processes (trade, market data, reference data), data governance and lineage - experience in operationalizing golden sources of data
• Experience in post-trade risk and valuation infrastructure
• Ability to analyse large data sets and recommend ways to improve quality, controls, and efficiency
• Must be proficient with Excel - Use of Python, SQL, Digital tools would be a significant plus
• Project management and change capabilities
• Capable of prioritizing and multi-tasking in a dynamic, fast paced environment.
• Demonstrated analytical skills with follow-up and problem solving capability

Salary (Rate): £630

City: Belfast

Country: United Kingdom

Working Arrangements: on-site

IR35 Status: inside IR35

Seniority Level: Senior

Industry: Finance