Senior Macro Data Analytics Reporting Analyst, Operations

What you'll do

• Design and develop solutions for Rates and FX products using Calypso trading systems.
• Analyze and manage portfolio exposure and risk for the MACRO Front Office desks.
• 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 derivative-related issues.
• Translate business requirements into technical solutions to support MACRO market growth.
• Monitor industry trends and regulatory changes related to interest rate derivatives.

What we're looking for

• Bachelor’s degree in a related field or equivalent work experience.
• Eight or more years of statistical and/or data analytics experience.
• Master's degree in STEM, Finance, Analytic Finance, or Financial Engineering (preferred).
• One to three years of experience in data and analytics in the financial services industry (preferred).
• Technical proficiency in Python, VBA, and R (preferred).
• Experience with cross-asset trading systems such as Calypso or Wall Street Systems (ION) (preferred).
• Experience with derivatives products including swaps, basis swaps, cap/floor, and swaption (preferred).
• Experience in risk attribution and analytics with deep understanding of option Greeks (preferred).