Position

Senior FO Risk BA,
Toronto

Location


Toronto

Office Address


Project Description


The client is looking for an integrator partner who can assist them to implement the Benchmark rate reform (SOFR, SONIA) and support them to transition away from legacy benchmarks rates.

Technologies used: Murex; SQL; UNIX; JIRA; CRM; and possibly other tools

Responsibilities


    - Part of the Benchmark rate reform (SOFR, SONIA) team, candidates will perform the following responsibilities:
    - Build, validate, and execute FO/Risk related test cases on both functional, valuation, and pricing
    - Liaise with the technical team(s) -- when needed -- to resolve FO/Risk related issues and necessary enhancements
    - Develop FO/Risk Test case based on business requirements per given stream and according to Project needs as they come along
    - Manage day-to-day assigned project tasks to complete various FO/Risk deliverables
    - Contribute and assist existing support group(s) in resolving request or issues with P&L, Market Data, and booking issues
    - Analyze, formulate, proposed, develop and/or contribute to overall solutions as per project deliverables (a plus)
    - Continuous follow-up of new Market regulations/practices globally
    - Perform various levels of testing for assigned deliverables as well as participate in formal release cycles (SIT/UAT)

Skills


Must have

    - Very Strong understanding on P&L / Risk concept overall and its components
    - Very Strong understanding and hands-on experience in Market Data, Curve structure, Simulations, and Trade Life Cycle
    - Strong analytical, pricing, and conceptual skills
    - Strong problem-solving skills and attention to detail
    - Strong presentation skills
    - Strong relationship building skills both internally and externally
    - Strong experience in supporting FO users and resolving their daily issues
    - Good understanding of Market Risk Management (including VaR, stress-tests, back-testing)

    Must:
    - 4+ years experience with Murex FO functionalities
    - Must have a strong personality, logical and analytical skills
    - Be detailed-oriented, a quick learner, and a self-starter
    - Possess good verbal and written communication skills
    - Must have strong organization skills

Nice to have

    - BS or higher degree in Finance, Mathematics or equivalent
    - Trade life cycle management
    - Market Data management
    - Knowledge in SQL (Oracle and/or Sybase) and Unix commands is a plus
    - Client focus: understands clients' businesses; identifies and understands the needs and objectives of clients, both on an individual and corporate basis; builds strong relationships to aid Excelian's aim of being a trusted partner to the clients.
    - Communication skills: expresses ideas effectively, both verbally and in writing; adjusts language, terminology and non-verbal communication as appropriate.
    - Teamwork: works effectively with others; helps to build strong teams and networks.
    - Personal leadership: realistically identifies own skills, experience, knowledge, and other personal attributes; displays confidence and resilience.
    - Planning and organizing: identifies and meets milestones; understands and articulates deliverables; assesses and mitigates risks; sticks to the scope of work and manages any changes.
    - Analytical decision-making: identifies and solves problems using insight and experience to make good decisions; gathers relevant information, identifying important issues and drawing conclusions.

Languages


English: C2 Proficient

Seniority


Senior

Relocation package


If needed, we can help you with relocation process. Click here for more information.

Work Type


Murex

Ref Number


VR-54800

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