Senior Structured Contract Analyst - Albany, NY, United States - Michael Page

    Michael Page background
    Description

    Part of the New Product Onboarding team within the bank, provide the business (Commodities Markets) with flexible, scalable and tailored solutions to onboard new Commodities underlyings.

    Front to back implementation including post trade workflows.

    The team contributes in designing and implementing a resilient,efficient and scalable Information System for CM, in close cooperation with other relevant IT, business and operational teams.

    A leading global financial group located in Manhattan seeking a Senior Murex Analyst This role is on site 3x a week in NYC and long term contract.


    Provide the business with software applications:

    • Analysis, problem solving and escalation
    • Work closely with CM Quants, MOA, MOE and other relevant teams
    • Carry out training and skills assessments at regular intervals for peers
    • Propose new projects to the business, take lead of dev prox topic, covering notably:
    • Operational risk reduction
    Good understanding of the Murex architecture to be able to propose interim and strategic solutions

    • Good understanding of Curve setup and static data setup in MXG
    • Good understanding of risk and valuations within Murex
    Murex Commodity Day Ahead Financial Swap on Gas and Power

    • Murex Commodity Futures in Power Configuration
    • Murex Natural Gas modelling for Trading and Risk Management
    • Murex Commodity Futures in Gas Configuration
    • Murex Configuration of Commodity Swaps
    • Murex Configuration of Commodity Futures
    • Murex Configuration of Hourly Option Model
    • Murex Configuration of Commodity Price Curves for Different Use Cases
    • Murex Configuration of Generators, Listed Contracts and Forward Price Curves
    • Murex Configuration and Use of Commodities Risk Matrixes
    • Murex Term Structure Construction
    • Murex Commodities Deliver Risk Construction and Use
    • Murex Commodity Profiles Curves Configuration and Use
    • Murex Commodity Spot Index Configuration Pricing
    Face off to senior stakeholders in Front Office and control functions - Market Risk, Credit Risk, Operations etc.

    • Experience within Financial Markets, Commodities experience preferred e.g. oil, nat gas, power
    * financial and physicals
    Can start as soon as today

    ~ Long term Contract opportunity


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    MPI encourages applications from minorities, women, the disabled, protected veterans and all other qualified applicants.