Please find below the JD.
- Good knowledge of Inflation Asset Swap, Range Accruals, Inflation Cap, Leveraged Spread etc.
- Prior experience in working for a structuring desk will be highly desired
- Prior experience in migrating products from one Front Office system to another will be a big advantage
- Extensive knowledge of platforms architectures - experience of migrating pricing libraries to and from trading system.
- Trading platform setup: Pre-trade rules, Simulation, Market data, FDIs, Reports, Product configuration (Swap, Bond generators, Securities) organization and general settings
- Provide Cross-Asset / Portfolio focused analysis of stress P&L
- Familiarity with booking a product in FO and risk pricing in MO and settling the product through payment system.
- Awareness of product risks in exotic derivatives and familiarity with designing the same in FpML(Financial products Mark-up Language)
- Good understanding of Front to back trading platforms - Calypso, Summit, Numerix, Murex
- Prior experience in Murex Front office, Middle office and back office processes
- Work with FO Risk analyst to explain outcomes of internal models and sensitivity analysis (Greeks)
- Working with technology, exposure to system architecture, will be a big plus
- Interaction with Risk Management, Technology, Operations and other Controllers on a day-to-day basis to ensure accurate P&L reporting and analysis
Masters in Finance or similar degrees, FRM, CFA, MBA
- Expertise in FO / Trading platforms, Pre-and Post-trade workflows, and at least 4 years of hands-on experience trading platforms for business solutions.
- Good understanding Murex and FO BA activities
- Good understanding of Derivatives products, asset classes and their lifecycle to be able to understand the context around the technical issues/solutions.
- Good understanding of Inflation Asset Swap, Range Accruals, Inflation Cap, Leveraged Spread etc.
- Accountability and ownership to drive solutions across cross-functional teams
- Prior experience on Derivative Products Risk Scenarios, Stress testing
- Flexibility to move to different projects
- Excellent communication and presentation abilities required
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