Macro Data Analytics Reporting Analyst, Operations

What you'll do

• Design and develop solutions for Rates and FX products using the Calypso trading system.
• Create market data, risk analytics, and Profit and Loss calculations.
• Develop pricing and risk models to meet business and regulatory reporting requirements.
• Support Macro Middle Office operation functions and troubleshoot issues related to financial derivatives.
• Translate business requirements into technical solutions to support the growth of Macro markets.
• Monitor and analyze portfolio exposure and risk for Rates and FX products.
• Identify and implement improvements in derivative trading operations.

What we're looking for

• Must be a U.S. Citizen and not hold any type of Visa.
• Bachelor's degree in a related field or equivalent work experience.
• Six to eight years of statistical and/or data analytics experience.
• In-depth knowledge of Rates and FX financial markets and experience with derivatives products like swaps and swaptions.
• Experience in Market Data, Risk Analytics, Valuation, Quantitative Modeling, and Regulative Reporting.
• Master's degree in STEM, Finance, or Financial Engineering (preferred).
• Technical proficiency in Python, VBA, and R (preferred).
• Experience with cross-asset trading systems like Calypso or ION and knowledge of option Greeks (preferred).