Data Analyst with Financial Risk Management (FRM)

Role Name: Data Analyst with Financial Risk Management (FRM)

Location: Dallas, TX(Onsite)

Role Description:           

 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.