Market Data Analyst

About the role

ISS STOXX LiquidMetrix is hiring a Market Data Analyst in London. You will help evaluate and onboard cross-asset class data feeds for its Venue Analytics, Transaction Cost Analysis (TCA) and Trade Surveillance products, working with Product Data and Development teams to deliver Proof of Concepts that guide project roadmaps and enrich the product offering for investment banks, brokers, wealth managers and exchanges.

Key responsibilities

• Develop global market data and referential data coverage, onboarding new market venues including Fixed Income, Derivatives, Equities/ETFs, FX and Crypto
• Maintain and enrich a reference database covering global cross-asset metadata, instrument listings and company fundamentals
• Evolve data QA procedures and work with the Application Support team to recover from data delivery and processing issues
• Liaise with vendors on mandatory feed changes, research market microstructure changes and produce models of their business impact
• Analyse data, build reporting and communicate clearly with stakeholders on feed projects and product development
• Develop deeper analytics across asset classes, including TCA and instrument-level performance, and respond to client requests for new market coverage

Required profile

• Minimum 3 years' experience
• Degree in Finance, Mathematics or a similar quantitative discipline
• Proven experience with financial market data and/or referential data, and interest in a career in finance
• Ability to work with large datasets such as Level 2 and Level 3 orderbook data
• Excellent analytical skills, good communication and written skills, and ability to work under pressure

Required skills

• Highly proficient Microsoft Excel, including macros, pivot tables, functions and charts
• SQL (intermediate as a minimum) and Python; object-oriented programming a bonus
• Desirable: PowerBI, Tableau, Jupyter and REST APIs
• Desirable: understanding of data modelling techniques, goodness-of-fit measures and AI