SoHo Dragon represents a number of investment banks in the New York city area. Our clients needs to hire a number of Sr Business Analyst with a strong background in Murex for project based work. Initially the project duration will last 6 months with optional extension.
Interview Process: Phone Screen followed by a Video Conference call and or Face-to-Face interview (if and when Covid passes)
A Murex (Derivatives Risk and Pricing Software) expert with detailed Derivatives knowledge to support the XVA Trading desk for existing business and work on strategic initiatives to build the business.
THIS WORK CAN BE DONE REMOTELY
- Level 3 support of Murex
- Ability to trouble shoot the Murex system for issues with the quantitative models utilizing computational finance software skills
- Ability to explain P&L on complex derivative positions via first and second order sensitivities
- Level 3 support of the Derivatives systems in support of the trading desk
- Analysis and implementation of new Murex functionality
- Lead the Murex XVA implementation
- Manage mid to large scale other projects
- 10 to 15 years’ experience within the financial industry with detailed derivatives product knowledge.
- 5 to 10 years working with Murex implementations and support
- Quantitative knowledge of pricing and risk management models
- Ability to implement computational finance systems
- 5 to 10 years Murex configuration and development skills
- 5 years trading floor support
- Strong SDLC and testing skills in support of RAD development
- Effective presentation skills