Director Fixed Income Quality Engineering (Back Office Testing)

• Define and execute the Quality Engineering strategy for Back Office applications supporting Fixed Income trading.
• Partner with Technology, Operations, Risk, and Compliance to align QA with business priorities and regulatory requirements.
• Build and manage a high-performing QE team across manual, automation, and performance testing disciplines.

• Establish QA governance frameworks with clear accountability, traceability, and reporting across all back office test cycles.
• Drive adoption of test management tools (e.g., Jira + Xray) to ensure complete coverage and defect traceability.
• Define and enforce QE best practices, including test automation frameworks, regression coverage, and shift-left practices.

• Oversee end-to-end testing for settlements, reconciliations, clearing, payments, regulatory reporting (MiFID, TRACE, CFTC), and other post-trade processes.
• Ensure test coverage includes STP (straight-through-processing), fail/exception handling, SWIFT messaging, and integration with custodians/clearing houses.
• Expand performance, resilience, and failover testing for high-volume transaction flows.

• Drive automation strategy to increase regression efficiency, scalability, and accuracy across back office platforms (e.g., Calypso, Murex BO, or proprietary systems).
• Leverage modern test harnesses, CI/CD pipelines, and AI-driven test frameworks for smarter, faster, and more reliable validation.

• Define and maintain key quality metrics (defect leakage, automation coverage, cycle time, escape rate).
• Deliver executive-level reporting via dashboards (Power BI, Tableau, or equivalent).
• Implement continuous improvement loops to reduce production escapes and improve testing efficiency.

Required Qualifications:

• 12+ years in Quality Assurance/Engineering, with at least 5+ in a Director/Head of QE role in Capital Markets.
• Strong background in Fixed Income products (Swaps, Govies, Corporates, Repos, Derivatives) and Back Office workflows (settlements, clearing, custody, payments).
• Demonstrated success in building QE functions in complex, regulated environments.
• Proven track record of implementing large-scale automation and QA governance frameworks.

• Deep knowledge of post-trade systems and integrations (e.g., Calypso, Murex, Client, Impact, GLOSS, DTCC, SWIFT).
• Strong expertise in test automation frameworks (Java/Python + Selenium, Cypress, REST/SOAP service testing, performance tools like JMeter/LoadRunner).
• Familiarity with DevOps and CI/CD pipelines (Jenkins, GitLab, Azure DevOps).
• Data validation skills (SQL, Excel, reconciliation tools).

• Exceptional leadership, mentoring, and communication skills.
• Ability to engage with Front Office, Back Office, Risk, Operations, and Regulators at senior levels.
• Strategic mindset with hands-on problem-solving capabilities.

• Advanced degree (MBA, MS in Computer Science/Engineering, or Financial Engineering).
• Prior experience in a sell-side investment bank or hedge fund back office environment.
• Knowledge of regulatory frameworks (Dodd-Frank, MiFID II, CFTC, EMIR).
• Experience with AI/ML in test automation and predictive analytics for QA.

• Reduction in production defects / escape rate.
• Increased automation coverage and execution reliability.
• Improved cycle time for testing across major releases.
• Stakeholder satisfaction across Operations, Risk, and Compliance.
• Demonstrated ability to scale QE practices across complex back office functions.
• Director BO role (from discussion)
• Experience on Testing trade life cycle events, confirmations, settlements, margin and reporting.
• Testing integration with Clearing Counterparty's, Clearing houses and Custodians and working knowledge of message formats SWIFT,FIX,XML.
• Experience with Settlement platforms like Markitwire, TriOptima, Boradridge, Murex, Calypso or Home grown systems
• Experience in Security Master, P&L attribution workflows
• Experience in Regulatory reporting (Dodd-Frank, MiFID, Basel,CFTC, EMIR, TRACE,CAT,SFTR)
• Knowledge of XVA, Risk, P&L and collateral optimization. b517263.

Please note: We are only considering local candidates at this time.

****3rd-party agencies: if you have a suitable candidate, you may email the profile, but please do not call regarding this posting.****