Job Description

Reference # : 17-04591Title : XVA Quant Middle Office
Location : New York, NY
Position Type : Direct Placement
Experience Level : Start Date : 05/15/2017
XVA Quantitative Middle Office Specialist

Be a part of creating the right solutions. Eclaro is looking for a XVA Quantitative Middle Office Specialist for our client in New York, NY.

Eclaro’s client is one of the world's largest financial institutions, committed to providing the tools and services that bridge the gap between customers and their goals. If you’re up to the challenge, then take a chance at this rewarding opportunity!

The XVA Quantitative Middle Office Specialist will work within the CFD QMO Team, which is part of the Global Middle Office (GMO) Team. The CFD team requires a quantitative analyst to perform independent analysis and contribute to the enhancement and future development of CFD and provide controls and validation of CFD infrastructure and methodology development

  • Assist in the build-out of a risk-based computation and reporting platform across CFD
  • Provide risk and P&L analysis for OTC derivatives; work on release/impact analysis for FO initiatives
  • Identify issues and control gaps in existing infrastructure
  • Coordinate with other business partner for the successful completion of project
  • Assume responsibility for the quality and timeliness of all project deliverables, as well as the implementation of relevant project management practices (status reporting, issue tracking etc.)
  • Work with technology team to streamline the processes and enhance data integrity and control

  • Master's Degree in Finance, Economics, Engineering, or Financial Mathematics degree
  • 4-7 years of industry experience

  • Knowledge or experience with trading products in capital markets: Fixed Income, Credit Product, etc.
  • Knowledge of pricing derivative products like Futures, Options, Indexes, CDS, CDO, FRAs, SWAPs, SWAPTIONs, CAPs/FLOORs
  • Knowledge of Financial Risk Management: Credit Risk Model, Value at Risk
  • Knowledge of Interest Rates, Credit spreads, bond pricing, etc.
  • Knowledge of MO process like P&L attribution, predicts etc.

  • Strong technical skills including experience using MS Office, SQL, and Visual Basic, and script programming
  • Strong analytical skills
  • Excellent communication skills
  • Organized, detail-oriented, and skilled in handling multiple priorities with tight deadlines in a fast-paced environment

  • Knowledge of coding in Python or other major programming language
Equal Opportunity Employer: Eclaro values diversity and does not discriminate based on Race, Color, Religion, Sex, Sexual Orientation, Gender Identity, National Origin, Age, Genetic Information, Disability, Protected Veteran Status, or any other legally protected group status.

Application Instructions

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