ALM Data Expert
Posted on Mar 9, 2021 by Gazelle Global Consulting
ALM Data Expert
One of our globally leading clients is urgently looking for an ALM Data Expert. One of the most important programs within our client's organisation is the standardization of the Interest Rate Risk calculations in the Banking book (both forecast & valuation). To realize this goal a centralized ALM platform is created, which consists of a Data Staging Area built in MS SQL Server to extract and transfer the monthly financial data flows.
We are looking for an ALM Data expert who can help with the current Data Staging Area and to tailor the Extraction, Transformation and Load (ETL) of finance and risk data flows. The Data expert needs to be hands-on, oversee complex data flow structures, and has experience in data processing.
In the role of ALM Data expert you will be acquired to quickly understand complex data and ETL processes. You are familiar with ALM data & business requirements and the way to handle these with Microsoft SQL, Access, Phyton and Excel. Furthermore, you like to build new functionality to process and handle big data streams. The ALM data is mainly used for Net Interest Income (NII) forecasting, valuation, and replication (ie, hedging).
The ideal ALM Data Expert will have the following responsibilities:
- You will be working as a Business Analyst in the ALM Data team.
- This team is responsible for the Extraction, Transformation and Load (ETL) of finance data flows into the current ALM engine of the client, which is called the Quantitative Risk Management (QRM)-tool.
- Development of this ALM platform has been prioritized as one of our clients' most important strategic worldwide objectives.
- Currently, the ALM platform is being transformed into a group-wide standard to support global and local requirements, and step by step new countries are on-boarded.
- For the Data Staging Area, this means that data of countries with different financial products needs to be aligned, enriched, and transformed.
- Also, communication with the worldwide Risk and Finance departments will be an important part of the job.
- We operate in sub-teams and use the Agile way of working, which means you must be both flexible and a team player.
- You will be working on both the business and IT side of the ALM processes and must be able to translate functional requirements form business analyst into technical solutions.
- Improve and simplify data loads and ETL processes, despite of differences and variety in country data.
- Change data flows, tables, and interfaces, make existing data flows more transparent. Work towards a simple and robust solution with functionality to identify and analyse unexpected differences in data in an early stage.
- Implement processes to cope with additional source systems (eg, Oracle OFSAA
- Improve maintainability and performance of the Data Staging Area
- Understand how monthly financial data and financial products are processed.
- Be sparring partner in sub-projects and give advice about the data to be processed to architects and other developers.
The ideal ALM Data Expert must have the following skills:
- Team player
- Experience with MS SQL Server and ETL processes (development or configuration)
- Experience with ALM data processes
- Experience in Finance (Bank or Insurance company)
- Preferably experience with QRM
- You enjoy working in an international team and environment.
- You like to work with a diverse group of stakeholders.
- You are pro-active and eager to learn.
- Project experience is preferred.
- Experience in Agile (Scrum) way of working is preferred
Please get in touch ASAP: