Data Analyst

  • Competitive
  • London, England, United Kingdom
  • Contract, Full time
  • UBS.
  • 23 Sep 16

This role is required to support the ongoing data quality mission of UBS Delta

UBS Delta is a leading platform for analysis of portfolio risk and performance.  Used by over 100 investing clients, with over $3trillion of assets being risk managed, UBS Delta is a financial technology business within the UBS Investment Bank.  As a hosted platform from its inception (1999), Delta utilises IB-quality analytics, modern technology, and multiple data feeds to enable our clients to best understand and analyse their risk and performance.  As a multi-asset platform, client portfolios can include bonds, swaps, options, CDS, equities, futures, FX, commodities, alternatives and many derivatives on these.  With a particular strength in Fixed Income, the daily building of yield / spread curves for individual issuers is also a vital part of the offering.

UBS Delta is run by a small team with high levels of expertise making a big impact on clients.  The Data team oversees the in-coming feeds of static and pricing data, manages checking and cleaning data and responds to queries from clients and colleagues, as well as working on strategic plans: organising new feeds, updating data schemas and the support for new asset classes, as part of the larger Product Management team.

The Data Analyst role is expected to evolve based on skills, experience and interest, but will include as core responsibilities:
-running price checks, investigating outliers
-running curve checks, distinguishing real moves from data errors, taking action on data errors
-responding to incoming client queries and potential data errors
-checking instrument, issuer and curve static data
-working with time series data and assessing for use in risk model and in performance attribution

-knowledge and experience in financial markets and instruments, including those listed above
-experience in data analysis and cleansing
-detail oriented, even when multitasking
-analytical with strong IT skills
-accountable with strong responsibility on what you do
-team working spirit