NYC Staffing
Senior Rates Risk Analyst
London Stock Exchange Group Holdings, Inc. seeks Senior Rates Risk Analyst in New York, New York. Job Duties: Manage SwapAgent pricing data including FX fixings, cross currency basis swaps, and swaption volatilities. Develop risk requirements and procedures for new products, technical enhancements, and changes in scope of SwapAgent including supporting Risk Governance through due diligence and proof of concepts, as well as testing for releases and new developments. Create and oversee automated tools such as SwapAgent Risk dashboard to analyze member exposures and identify risks, and Variation Margin attribution tool to independently confirm pay-ins and pay-outs and review thresholds. Review and approve SwapClear and SwapAgent market data including yield curves used to value transactions. Maintain member market data submissions for swaptions. Validate daily valuations, risk figures, and margin requirements to cover potential risks across over-the-counter, listed rates, and Credit Derivative Swap products. Prepare risk analyses on a regular basis for assigned market sector and on an ad-hoc basis for clients, and ensure timely and accurate identification and escalation of risk issues. Apply data management and analysis skills to assist management in gaining a deeper understanding of risks at the member, client, and service level for SwapClear and SwapAgent. All Requirements: Master's degree (or foreign equivalent) in finance, economics, mathematical finance, or a related discipline, followed by 2 years of experience in a financial analysis-related occupation. In the alternative, employer will accept a Bachelor's degree (or foreign equivalent) in finance, economics, mathematical finance, or a related discipline, and 4 years of post-baccalaureate experience in a financial analysis-related occupation. Experience must include the following, which may be gained concurrently: 2 years of experience working on financial valuations. 2 years of experience working with fixed income derivatives and valuations. 2 years of experience working with risk management of financial derivatives, including interest rate swaps, interest rate futures, inflation derivatives, swaptions, cross-currency basis swaps and foreign exchange derivatives. 2 years of experience presenting complex analytical work and data representations to management and to clients. 2 years of experience working with Python and SQL to generate process improvements and analytical end user applications. Job Site: 28 Liberty Street, New York, NY 10005 (Full-Time). Salary: $160,597 to $160,600/year. To apply, please send resume to resumes@LSEG.com and refer to Job ID: AC004 Minimum Salary: 160,597 Maximum Salary: 160,600 Salary Unit: Yearly.
London Stock Exchange Group Holdings, Inc. seeks Senior Rates Risk Analyst in New York, New York. Job Duties: Manage SwapAgent pricing data including FX fixings, cross currency basis swaps, and swaption volatilities. Develop risk requirements and procedures for new products, technical enhancements, and changes in scope of SwapAgent including supporting Risk Governance through due diligence and proof of concepts, as well as testing for releases and new developments. Create and oversee automated tools such as SwapAgent Risk dashboard to analyze member exposures and identify risks, and Variation Margin attribution tool to independently confirm pay-ins and pay-outs and review thresholds. Review and approve SwapClear and SwapAgent market data including yield curves used to value transactions. Maintain member market data submissions for swaptions. Validate daily valuations, risk figures, and margin requirements to cover potential risks across over-the-counter, listed rates, and Credit Derivative Swap products. Prepare risk analyses on a regular basis for assigned market sector and on an ad-hoc basis for clients, and ensure timely and accurate identification and escalation of risk issues. Apply data management and analysis skills to assist management in gaining a deeper understanding of risks at the member, client, and service level for SwapClear and SwapAgent. All Requirements: Master's degree (or foreign equivalent) in finance, economics, mathematical finance, or a related discipline, followed by 2 years of experience in a financial analysis-related occupation. In the alternative, employer will accept a Bachelor's degree (or foreign equivalent) in finance, economics, mathematical finance, or a related discipline, and 4 years of post-baccalaureate experience in a financial analysis-related occupation. Experience must include the following, which may be gained concurrently: 2 years of experience working on financial valuations. 2 years of experience working with fixed income derivatives and valuations. 2 years of experience working with risk management of financial derivatives, including interest rate swaps, interest rate futures, inflation derivatives, swaptions, cross-currency basis swaps and foreign exchange derivatives. 2 years of experience presenting complex analytical work and data representations to management and to clients. 2 years of experience working with Python and SQL to generate process improvements and analytical end user applications. Job Site: 28 Liberty Street, New York, NY 10005 (Full-Time). Salary: $160,597 to $160,600/year. To apply, please send resume to resumes@LSEG.com and refer to Job ID: AC004 Minimum Salary: 160,597 Maximum Salary: 160,600 Salary Unit: Yearly.