Beschreibung
Düsseldorfbis
Gesamtstunden 1,h onsite and 8 remote per week)
Beschreibung:
The project is about implementing a new solution for trade surveillance under the regime of Market Abuse Regulation.
Orders and trades are to be monitored by comparing them with market data looking for potentially suspicious behaviour and market manipulation.
Suspicious behaviour is assumed when certain threshold values are met. The threshold values are to be calibrated per traded product and market.
The basis for this is data directly imported from exchanges and other venues as Trayport. Quality of these data is crucial for calibration and later business processes. The business analyst will collaborate with the core users of the new application and consult and support them in testing and calibrating the new application.
In particular, the tasks are
- Consult in choosing the appropriate test approach
- Perform tests regarding data quality applying above test approach, e.g. by
o Perform data reconciliations, i.e. comparing data between different data sources
o Perform data consistency checks using own defined quality measures
- Consult in calibrating the application to identify suspicious trading behaviour
- Support in the system calibration, e.g. by
o Creating test cases and test data for the chosen calibration approach
o Systematically applying these test cases and discussing the validity of results with
business users
Skills
For this, the consultant needs a thorough knowledge of
- Testing strategies
- Testing data quality
- Creation of test data
- Performing data reconciliations.
Furthermore, a good understanding of systematically creating test data and analysing the results
(e.g. per tool) is needed. The consultant must be able to understand and handle complex
applications having a large number of parameters to be adjusted. Also required is a basic
understanding of regulatory topics in Energy Trading, esp. MAR.
Please contact to discuss this role further.