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My customer, an international organization located in Washington, DC, has a 1-year (minimum) contract position available for a Treasury and Capital Markets Business Analyst.
The candidate will be working with the capital markets business users, advising and helping them in implementing the Murex system. The person is also expected to perform certain functions on behalf of the business users. The term is initially for a period of 1 year and extensible beyond that.
Key selection criteria:
1. Robust understanding of capital markets business, including experience with complex financial products across various asset classes.
Ø Have a deep understanding of front to middle to back end processes related to Treasury funding operations.
Ø Expertise and working experience with model implementation of Murex's model, including interest rate, forex currency, equity, commodity, credit and hybrid models. Sound understanding of various model parameters and its impact on pricing/valuation of relevant trade.
Ø Deep knowledge and working experience with market data set-up and implementation of market data required for valuation of financial instrument, including interest rate curves, currency and tenor basis curves, deliverable and non-deliverable curves, multi-curve environment & OIS discounting, volatility/volatility skew for interest rate, FX, commodity and equity etc, dividend curves, correlation or any other market required to value and run analytics on the instruments in IBRD's portfolio.
2. Extensive experience with implementing Murex.
Ø Excellent Murex product knowledge, specifically in treasury functions (trade capture, pricing, valuation, liquidity). Sufficient product knowledge to provide guidance and maintain quality standards for implementation. Expertise and working experience with trade capture, template creation in Murex and understanding of its impact on downstream flows (settlement, payment etc.)
3. Ability to diagnose any issue with the valuation of the financial instrument and propose practical solutions
4. Superb communication, inter personal and negotiation skills, ability to engage with multiple teams.
5. Experience with project frameworks and best practices as it relates to systems and software development life cycle, including scoping, schedule, and risk identification.
• Work with business as well as IT team to develop business cases, requirements, use cases, test plans, test strategies, test cases, and operational procedures and plans.
1. Work with the client project team to review Murex solution design proposal, and identify gaps vs. IBRD's business requirements. The solution design will address the following key areas:
a. Implementation of trade capture of the various trade types in Murex, ensuring all the features of trades are captured and downstream works as expected
b. Model configuration, curve construction configuration, market data set-up, analytics, reporting and liquidity analysis.
c. Market data set-up in Murex, ensuring consistency
2. Advise the client project team for the optimal implementation approach and help the team finalize implementation plan.
3. Test of market data, model calibration, pricing/valuation and sensitivities for each trade type to ensure outputs are as per expectation and match benchmark results [Numerix Excel]
4. Perform UAT
5. Documentation of:
a. Model & market data set-up and test results
b. Exceptions or deviations as needed and impact of such deviations.
c. Test cases, UAT Test results
Experience & Essential skills
1. The candidate must have a minimum of 10 years of experience in capital markets business area primarily on the issuance side.
2. Prior experience of having been part of Murex implementation is a must
3. Working knowledge of fixed income securities including structured products like PRDC, TARNs, Equity-linked etc., is essential
*benefits are available only to W2 Contractors
Who is NTT Data?
NTT DATA is a leading IT services provider and global innovation partner with 100,000 professionals based in over 50 countries. NTT DATA emphasizes long-term commitment and combines global reach and local intimacy to provide premier professional services, including consulting, application services, business process and IT outsourcing, and cloud-based solutions. We're part of NTT Group, one of the world's largest technology services companies, generating more than $100 billion in annual revenues and partner to 80% of the Fortune 100. Visit www.nttdata.com/americas to learn how our consultants, projects, managed services, and outsourcing engagements deliver value for a wide range of businesses and government agencies.
The Company is an equal opportunity employer and makes employment decisions on the basis of merit and business needs. The Company will consider all qualified applicants for employment without regard to race, color, religious creed, citizenship, national origin, ancestry, age, sex, sexual orientation, genetic information, physical or mental disability, veteran or marital status, or any other class protected by law. To comply with applicable laws ensuring equal employment opportunities to qualified individuals with a disability, the Company will make reasonable accommodations for the known physical or mental limitations of an otherwise qualified individual with a disability who is an applicant or an employee unless undue hardship to the Company would result.
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