Overview
Remote
Depends on Experience
Contract - W2
Contract - Independent
Contract - 24 Month(s)
Skills
Communication
Computer Science
Critical Path Method
Data Flow
Data Mapping
Fixed Income
Front Office
Interfaces
Market Analysis
Spanning Tree Protocol
Microsoft Windows
Job Details
Principal Duties and Responsibilities
- Responsible for the development and support of systems for the XVA Trading desk. Major tasks include:
- Writing functional specifications and working with the vendors or the internal IT team to make sure that the solution provided meets the requirements.
- Working with quants and desk, testing & deploying enhancements to the XVA systems.
- Developing reporting and augment processes for the CPM desk
- Developing modules to add adjunct functionality to the trading systems.
Qualifications:
- 5+ year s experience in Rates or XVA, preferably with front office development
- A background in architecting, trade flows & STP for Fixed Income systems.
- Ability to work with vendors
- Ability to work with business and product leaders to understand their key drivers and help them understand how technology tradeoffs should influence their strategy.
- Ability to clearly document and communicate objectives, requirements and designs at these different levels of abstraction
- Excellent written and verbal communication skills
- Effective presentation skills
- Strong educational background with BS / MS in Computer Science, Engineering or related area.
- Strong knowledge of both Windows and Linux
- Self driven -- Ability to deliver projects from initiation to completion.
- Define interfaces and data flow between Murex and upstream/downstream systems (e.g., market data, collateral systems, XVA calculators).
- Murex Configuration & Analysis - Analyze and configure Murex modules to support XVA calculations, especially in the Risk, Simulation, and Collateral modules.
- Configure trade templates, workflows, and valuation formulas for XVA desks.
- Excellent knowledge of SQL - Work closely with technical teams on data mapping (market data, trade attributes, CSA data, counterparty data).
- Strong knowledge of Murex
- Knowledge of PowerShell and Python a plus
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