Credit Market Data SME

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  • Location:

    New York

  • Job type:


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  • Published:

    13 days ago

  • Expiration date:


  • Start date:


Job Summary:

Signature Consultants is seeking a Credit Market Data SME for an opportunity with a client located in New York, NY.


  • Establish and implement procedures and methodologies to identify data quality issues in Credit market data
  • Design workflow for identification, verification and remediation of data quality issues in market data
  • Review impactful data quality issues that need to be resolved, and recommend remediation actions
  • Work closely with middle office team to remediate any data quality issues identified in internally marked curves or volatility surfaces
  • Partner with Market Risk Analytics team in curating golden copy of historical market data for Market Risk VaR calculations
  • Review DQ stat reports, discuss trends, and recommend actions for process improvements
  • Work closely with IT in building Market Data System of Record


  • 10+ years of experience working with market data and time series
  • Strong product knowledge of Credit and Structured products, such as Bonds, CDS, CDO, MBS, CMBS, ABS, etc
  • Working knowledge in market data generation mechanism, such as curve fitting process, index methodology, etc
  • Prior knowledge of statistical modeling techniques used in identifying data quality issues like outliers, stale data, gaps, etc
  • Working experience with market risk models like VaR
  • Experience working with large amount of market data from diverse sources, in particular those covering credit products, e.g., Trepp, Markit, BBG, TRACE, etc
  • Familiar with market risk regulations requirements, theories and practices; in particular FRTB requirements and industry practice
  • Excellent data analysis skills, using SQL, python, R, etc
  • Excellent Oral/written communication with cross functional teams
  • Effective in writing business requirements document

About Signature Consultants, LLC

Headquartered in Fort Lauderdale, Florida, Signature Consultants was established in 1997 with a singular focus: to provide clients and consultants with superior staffing solutions. For the ninth consecutive year, Signature was voted as one of the "Best Staffing Firms to Work For" and is now the 14th largest IT staffing firm in the United States (source: Staffing Industry Analysts). With 28 locations throughout North America, Signature annually deploys thousands of consultants to support, run, and manage their clients' technology needs. Signature offers IT staffing, consulting, managed solutions, and direct placement services. For more information on the company, please visit Signature Consultants is the parent company to Hunter Hollis and Madison Gunn.

EEO Employer

Signature Consultants is an equal opportunity employer. We do not discriminate or allow discrimination on the basis of race, color, religion, creed, sex (including pregnancy, childbirth, breastfeeding, or related medical conditions), age, sexual orientation, gender identity, national origin, ancestry, citizenship, genetic information, registered domestic partner status, marital status, disability, status as a crime victim, protected veteran status, political affiliation, union membership, or any other characteristic protected by law. Signature will consider qualified applicants with criminal histories in a manner consistent with the requirements of applicable law. If you have visited our website in search of information on employment opportunities or to apply for a position, and you require an accommodation in using our website for a search or application, please contact our Employee Services Department at or 888.838.1020.