Actively looking for a Data Analyst for a major financial company. Main Duties and responsibilites: Data capture and enrichment, Data modeling, Report prototype and automation, Pricing (EL, MC), Cash CDO sensitivities report, Data capture of cash CDO data in the same framework as synthetic CDO, Collation of cash CDO sensitivities with synthetic CDO reports, MC default ERC - VARapp CRs.Required:Knowledge and experience of SQL in complex queries, advanced SQL and VBA. Good understanding in data model and relational database (Access and Oracle). Experience in using data modeling tool and data warehouseDesired:Knowledge of CDO/credit derivatives.
Requirements:
Risk Analysis is needed to dissect Cash CDO risks. It will be critical to build the basic look-through report and sensitivities report as well as resolving current VARapp CRs.Required:Knowledge and experience of SQL in complex queries, advanced SQL and VBA. Good understanding in data model and relational database (Access and Oracle). Experience in using data modeling tool and data warehouseDesired:Knowledge of CDO/credit derivatives. Knowledge of Intex
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