Senior Support Engineer

New York, New York

SANS
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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

Senior Support Engineer - Equity Derivatives Trading Applications
Date Posted: 24 May 2024
Job Expired - Click here to search for similar jobs