Data Scientist

Overview

The Data Scientist working as part of Markets FO CDE Triage team to help Markets manage changes to the FO CDE in line with regulatory interpretations and Model Governance. Responsible for supporting the review, prioritization and approval of all Front Office (FO) Critical Data Element (CDE) changes, including all senior reporting and escalations.

Job Background/context: Within Counterparty Trading & Risk (CTR), the Markets Capital Advancement team is the central team that drives and oversees execution and management of capital initiatives. The XVA trading desk (part of Counterparty Trading and Risk) is responsible for the pricing and subsequent risk management of derivatives trades including the use of credit, funding and capital. As part of both teams’ mandate to facilitate business and manage return on capital, the desks need Front Office staff focused specifically on capital for Markets. This role, within COO, will support the broader CTR team in ensur...