Senior Murex BA/Application Support
: Job Details :

Senior Murex BA/Application Support

Capital Markets Placement

Location: New York,NY, USA

Date: 2021-06-09T09:43:01Z

Job Description:
As Senior Murex business analyst in the FICC Front Office IT Team, your focus will be on working on onboarding new products, BAU enhancements and providing Level 3 expertise to the production support team. Your counterparts will be Traders on the FICC desks, Quants/ Model Validation, STRATS and other quantitative functions in the firm. You will be expected to be a trusted advisor to the desk, understand their concerns and propose how an ecosystem built around Murex can be used to run their business.You are expected to have expertise in front to back implementation of the Rates/FX products in banks. You are expected to have expertise in curve bootstrapping, curve risk, hedge curve risk, SABR and SABR risk. You are expected to be able to provide level 3 support for Risk Based Pnl for the linear and options desk and so a good understanding of the functional use of the Greeks is very importantSkills: Expert level skills in pricing, risk, Pnl, Risk based Pnl and PL Explain on the Rates and FX productsEducation: Masters in quantitative finance or similar field will be preferred
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