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Project Description
The candidate will be expected to join an existing change project team which is responsible for replacing the in house Base Metals Order management system and intgerating the features into Murex 3.1. This project is substancial and multi year and is experiencing significant growth and the candidiate will work on the trading desk closely with the base metals traders and risk managers with a well known bank to carry out systems integration and migration of features to Murex. You will work with traders, analysts, quants and risk managers to migrate, extract, reconcile, define and review features that exist in the current system.
The candidate will be provided with mentoring and initial training but is expected to hit the ground running and navigate large corporates to make an impact from day 1 and be expected to understand order management systems, business specification, dealing iwth conflicting information from variety of stakeholders and very comfortable in JIRA and confluence. This would suit a broad busiess analyst who has deep knowledge in commodoities and preferably in base metals. Experience with order manage,ment systems in fixed income is also acceptable
You will have exposure to users who have deep knowledge of the market and help convert analysis into working software within a large team.
Responsibilities
- Working with the project team to understand the impact of data representation differences arising as a result of transitioning to the new platform (working over long periods of history back to 2007)
- Working with the project team to understand changes arising from changes to proxies in historical time series
- Analysis of changes arising from new curve stripping methodologies
- Working with the project team to understand the impact of time series changes on Value at Risk results
- Remediating and cleansing data in market risk data management systems
- Applying a structured and comprehensive approach to testing
- Working with the Reporting Analysis and Validation team to transition data quality metrics onto the new platform to ensure the integrity of data within the systems
- Working with the Reporting Analysis and Validation team to transition time series proxies to ensure that time series data used for VaR is representative of the risk being run
- Gathering requirements, delivering functional design documentation and working closely with Risk Managers, Risk Methodology and Integration during project implementation and testing phases.
- Supporting systems integration testing (SIT) and user acceptance testing (UAT) alongside the Risk Methodology and Integration teams.
Skills
Must have
- Strong analytical skills
- Proven experience gathering, processing and documenting complex requirements
- Good technical architecture skills.
- Ability to work with clients to prioritise business requirements.
- Able to quickly identify issues and take ownership of the resolution of issues and completion of tasks.
- Commodities product knowledge is a big pre
- Strong knowledge of Traded Products.
- Strong knowledge of Risk principles and methodologies.
- Strong knowledge of time series data.
- Strong knowledge of historical simulation VaR
- Understanding of curves stripping techniques for interest rate time series
- Strong MS Office, XML and SQL skills.
- Strong documentation skills
Knowledge, technical skills and expertise
Nice to have
- Global mindset
- Resilience
- Client mindset
- Pays attention to detail
- Results-orientated
- High level of integrity
- Able to navigate complexity
- Can work in ambiguity
The role would suit someone who is:
Languages
English: B2 Upper Intermediate
Seniority
Senior
Relocation package
If needed, we can help you with relocation process.
Vacancy Specialization
Business Analysis
Ref Number
VR-98643