Swaps Market Subject Matter Expert at Infotrend Inc

Responsibilities

• As a Swaps Market Subject Matter Expert (SME), provide thought leadership and functional / technical expertise to help build a Swaps Market Monitoring and Surveillance program
• Support evaluation, triage, and prioritization of ad hoc requests related to Swaps Market monitoring and surveillance
• Perform valuation analysis for equity and Credit Default Swap (CDS) products in support of Profit & Loss computations to be used in stress testing
• Establish regular stress testing procedures to monitor equity and credit products
• Establish credit surveillance and monitoring of signals from credit markets, including alerts and market event updates
• Create and distribute periodic equity, credit, and risk surveillance reports to the agency for actionable intelligence
• Track, monitor, and report on changes proposed by the Swaps Data Repository (SDR) entities
• Maintain an SDR library of related documentation to be consumed by various divisions within the agency
• Work closely with the Program Manager to support activities relating to electronic data processing, systems analysis, computer programming, and systems implementation
• Collaborate with the program team to ensure quality of deliverables
• Actively participate with task management using Agile methodologies
• Provide input to, and support creation of appropriate frameworks, processes, and Standard Operating Procedures (SOPs)
• Evaluate ad hoc request for swaps related analysis and take appropriate actions to manage prioritization, analyze, and produce results (quantitative, anomalies, trending, etc.)
  
  

Required Experience and Qualifications

• Bachelor’s Degree in Finance, Computer / Data Science, Information Systems, and/or related Business Discipline
• Minimum of 5 years’ experience with Market Monitoring and Surveillance, or in a related financial services area
• Valuation analysis subject matter expertise
• Ability to support and guide Business Intelligence Analysts in develop stress testing dashboards to monitor Equity and Credit products
• Cloud analytics experience, including Bloomberg API integration
• Experience working directly with senior management, engineering, and customers to deliver quality work products on time
• Working knowledge of information technology disciplines such as networking, wide and local area networks, infrastructure deployment, application deployments, desktop technologies, and cloud-based applications and infrastructure
• Knowledge of Python, SQL, MongoDB, NoSQL, AWS, Azure, Microsoft Severs, UNIX, Hadoop, Splunk, and/or Tableau
• Excellent customer service, problem solving, and oral and written communications skills
• Sole US Citizenship
• Ability to obtain and/or maintain a Public Trust Security Clearance
  
  

Security Clearance

Public Trust