Senior Murex business analyst

Technology · New York, New York
Department Technology
Employment Type Contractor
Minimum Experience Experienced

SoHo Dragon represents an investment bank located in New York City that is looking to hire a  Senior Murex Business Analyst.


  • Interview process will consist of multiple phone screens and or video conference calls
  • W2/1099/C2C are accepted


**Potential contract to hire - candidate needs to be able to work in the US without sponsorship**


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 important

 

Skills:

Expert level skills in pricing, risk, Pnl, Risk based Pnl and PL Explain on the Rates and FX products

 

Education:

Masters in quantitative finance or similar field will be preferred


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    • Location
      New York, New York
    • Department
      Technology
    • Employment Type
      Contractor
    • Minimum Experience
      Experienced