Work Schedule: Hybrid Job Summary:

• This is a senior engineer Contractual position (with an option to convert) supporting an Equity Derivatives Trading desk.
• The candidate must have experience in Equity Derivatives and is willing to provide support to traders.
• It would be required for the candidate to have experience with the Murex trading system.

Major Responsibilities:

• Ability to price supported equity derivatives products within Murex, using different market data sets & model settings to perform testing and validation as needed
• Collaborating and supporting Front Office EQD desk, Technology Partners, and Model Validation/Risk teams in projects that require subject matter expertise related to risk and analytics in the EQD derivatives ecosystem
• Leverage knowledge on different domains such as Financial Markets, Murex proprietary financial systems, Information Technology, and Advanced Mathematics to liaise and communicate effectively with the teams and business users
• Provide high-quality support in using the Murex platform for pricing and structuring of complex financial products within trading domain (e.g. EQD derivatives).
• Onboarding new products, BAU enhancements and providing Day-to-Day trade support for the Equities Derivatives trading desk, closely interacting with traders executing and risk managing complex derivative products
• Articulates and defines systems scope and objectives for complex, high impact application enhancements and problem resolution through in-depth analysis and evaluation of complex business processes, systems and industry standards; documents requirements.
• Allies with multiple technology teams to ensure appropriate integration of functions to meet goals; identify and define necessary system enhancements; analyze existing system logic, identify problems; and recommend and implements solutions.
• Undertaking projects as required, i.e. performance management, monitoring initiatives, infrastructure upgrades, web based tools, reporting and documentation
• Ensuring accurate trade capture, event processing, representation of positions, PL & risk exposures in risk management systems.
• Liaising with global Tech and Ops counterparts on a variety of strategic initiatives representing the business interests by providing expertise across products & systems, testing new technology rollouts, and driving enhancements to existing systems and processes
• Performing reconciliation processes across systems to help system upgrades and maintain various systems connectivity to ensure smooth trading desk activities.
• Imparts background in automation to remove manual touchpoints

Required Qualifications:

• At least 5 years of extensive experience as Murex front office analyst with demonstrated experience with P&L explain/resolution, Greeks, SIMM, VaR, Risk analysis, simulation views, LiveBook, market data viewer, pre-trade, E-Tradepad pricing and dynamic tables
• Working knowledge of equity swaps configuration, TRS Generator configuration (& related static data), rate curve definitions, rate curve assignments, Pricing template, calculation templates, processing templates, VaR modules, CVA, LiveBook, OSP within Murex 3.X.
• Academic background in a STEM discipline such as Computer Science, Engineering, Physics, Mathematics or Financial Engineering
• Analytical background including an understanding of applied Math, Probability and Statistics.
• Strong analytical skills to understand a broad set of sophisticated cross-asset products and complex end-to-end workflows
• A thorough understanding of market data conventions and ability to understand the interpret market data provider specifications.
• Knowledge of financial products (equity derivatives required), business processes and workflows
• Ability to multitask several ongoing issues. This involves the ability to assess priority and make appropriate decisions quickly and effectively.
• Experience working on a trading floor supporting mission critical applications
• Experience working with Job scheduling applications
• Ability to communicate effectively both verbally and in writing to technical and non-technical audiences
• Fundamental understanding of database modeling and ETL type applications
• Effective interpersonal skills and relationship-building skills.
• Self-motivated and directed, with the ability to effectively prioritize and execute tasks in a high-pressure environment.
• Able to work independently and in a collaborative environment
• Geared towards process improvement, system enhancement and automation
• Advanced excel skills and VBA coding knowledge is preferred but not required.
• Knowledge of JIRA for issue and project tracking

Nice to have Qualifications:

• College degree required.
• Murex experience
• Database & SQL experience

Targeted systems:

• Murex
• Bloomberg

Skills:
Required:

• DERIVATIVES
• FINANCIAL MARKETS
• PROBLEM RESOLUTION
• EQUITIES
• RECONCILIATION

Additional:

• DOCUMENTATION
• PRICING
• TRADING
• WEB BASED

Minimum Degree Required: Bachelor's Degree