Market Data Analyst
Core
Ensuring the integrity of bond and loan pricing and reference data for a global credit product by identifying outliers and validating data against fundamentals.
Role type
Market Data Analyst (Fixed Income)
Builds
Automated market data checks and validation algorithms
Domain
Financial Technology / Fixed Income / Credit Markets
Required skills
Independent Price Verification (IPV), bond and loan pricing conventions, fixed income analytics (YTM, YTW, z-spread, duration, PV01), reference data syntax, large dataset analysis, advanced Excel/Google Sheets with Macros/Apps Scripts
Preferred skills
Python, SQL, corporate capital structures understanding, AI tool leverage
Responsibilities
Reviewing pricing feeds against internal benchmarks and investigating anomalies, Sifting through large datasets to identify and resolve outliers, Calculating and validating bond and loan pricing data at scale, Tracing capital structures to ensure aggregate-level data integrity, Building automated algorithms to reduce manual reviews, Documenting and escalating recurring data quality issues