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Dexian

Data Migration Consultant

Dexian, New York, New York, us, 10261

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Direct message the job poster from Dexian Lead Technical Recruiter @ Dexian | IT(apps) & Infra

Job Description: Role: Data Migration Consultant/Quantitative Validation Expert Location: NYC, NY/hybrid Type: Contract Data Migration Consultant Responsibilities: Designs and executes data migration strategy from legacy systems to Murex. Handles ETL for trade data, static data (counterparties, books), and historical market data. Works with stakeholders to define mapping rules, transformation logic, and reconciliation methods. Required Skills/Experience: 5–10 years in data migration projects (ideally in capital markets or Murex). Proficiency in SQL, ETL tools, and data quality frameworks. Strong understanding of trading data schemas and reference data. Purpose: Validates front-office pricing models and risk analytics (e.g., PV, Greeks, XVA). Key Responsibilities: Independently verify the theoretical soundness and numerical accuracy of IRD/CRD pricing models implemented in Murex. Perform benchmark testing against in-house models, spreadsheets, or vendor tools. Review model documentation and work with quants/front office to ensure model transparency and regulatory alignment. Validate calibration techniques (e.g., yield curves, volatility surfaces, CDS spreads). Assist in model governance and sign-off process (may involve internal Model Risk Management (MRM) teams). Skills: Strong quantitative finance background (PhD/master’s level preferred). Familiarity with Murex model architecture (or APIs if access is granted). Programming in Python, R, or MATLAB. Deep understanding of risk-neutral pricing, stochastic models, and numerical methods (e.g., Monte Carlo, PDEs). Seniority level

Seniority level Mid-Senior level Employment type

Employment type Contract Job function

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