Data Analyst with Financial Risk Management
: Job Details :

Data Analyst with Financial Risk Management Dallas, TX onsite Contract Role Description: Job Duties: Perform hands-on validations and reviews, write quality reports, data strategy, including data governance and data quality to empower the Financial Risk Management (FRM) area. Collaborate with the model owners, developers, and users on all facets of validation and issue resolution. Understand financial risk models, data inputs and outputs and review summary and present findings to the business users. Perform ad hoc analysis to identify model limitations and performance issues and recommend remediations. Profile the data for anomalies, business rules, data validation, new rule implementation and documentation. Maintain business value-oriented policy and procedure documentation. Execute action plans to meet internal audit and regulatory deliverables. A good understanding of audit requirements and provide ad hoc data extracts for evidence. Establish and govern data quality performance metrics for management reporting. Qualifications: 5+ years of related experience, ideally in financial risk management (FRM) or Chartered Financial Analyst (CFA) Bachelor's or master's degree in quantitative finance, mathematics, economics, financial engineering, or other quantitative fields. •FRM Certification is a plus. Skills Required: Advanced skills in SQL programming, with experience in writing complex queries and stored procedures. Experience in understanding data pipelines in and out of data warehouse and data lake application. Hands-on experience with data model, database table design and writing complex SQL queries. Proven understanding of Agile, CI/CD, Dev/Ops practices and tools Experience with any BI tools such as Power Business Intelligence or Tableau is a plus. Preferred knowledge in fixed income products like government securities and mortgage-backed securities. Familiar with banking, financial institutions, financial instruments, and capital markets. Knowledge in quantitative finance on valuation models (curve building methodologies, term structure models, option models, credit models), and risk management models and methodologies. Experience on VaR modeling and stress test and back test model methodologies. Experience in managing financial risk within the financial technological industry. Proven experience in collaborating with cross-functional teams on projects; ability of working in a fast-paced, sophisticated environment. High Level of digital literacy, ability to work efficiently with Excel (VBA), SQL, and or Python Excellent written and verbal communication and presentation skills, ability to communicate quantitative concepts to financial professionals. Competencies: Data Analytics & Insights : ignio AIOps Experience (Years): 8-10 Regards, shutosh Pasbol ssistant Manager | Syntricate Technologies Inc. Direct: (781)-###-#### Email: ...@syntricatetechnologies.com | Web: www.syntricatetechnologies.com We're hiring! connect with us on LinkedIn nd visit our Jobs Portal Minority Business Enterprise (MBE) Certified | E-Verified Corporation | Equal Employment Opportunity (EEO) Employer This e-mail message may contain confidential or legally privileged information and is intended only for the use of the intended recipient(s). Any unauthorized disclosure, dissemination, distribution, copying or the taking of any action in reliance on the information herein is prohibited. Please notify the sender immediately by email if you have received this email by mistake and delete this e-mail from your system. You have received this email as we have your email address shared by you or from one of our data sources or from our member(s) or subscriber(s) list. If you do not want to receive any further emails or updates, please reply and request to unsubscribe .