Swaps Subject Matter Expert (SME)
Remote
Pay From: $ 200,000 annually
MUST:
Experienced Swaps Subject Matter Expert (SME)
10 years' experience with Market Monitoring and Surveillance in a Securities Based Swaps, derivatives, or related financial area
2 years' experience or more in focused Swaps market analysis, anomaly detection and investigation, or related are
Demonstrated expert-level knowledge and skills Swaps market valuation analysis
Current knowledge of laws and regulations applicable to Swaps transactions and general derivatives trading
Ability to support and guide Business Intelligence Analysts in develop stress testing dashboards to monitor Equity and Credit products
Demonstrated knowledge of Bloomberg API Integration or other Swaps data repositories
Dodd-Frank and SEC regulations including SBSR and regulation SE
Experience working directly with senior management, system developers/engineers, and customers to deliver quality work products on time
Knowledge of data analysis platforms such as Python, SQL, MongoDB, NoSQL, Splunk, Tableau or similar systems
Experience in securities-related regulatory compliance and reporting
Bachelor's Degree in Finance, Computer / Data Science, Information Systems
DUTIES:
Provide thought leadership and functional / technical expertise to help support a Swaps Market Monitoring and Surveillance program
Serve as consultative SME resource in Swaps trade and market analysis, supporting government client in developing and maintaining market intelligence and interpretation of market activities.
Support evaluation, triage, and prioritization of ad hoc requests related to Swaps Market monitoring and surveillance
Provide regular reporting and analysis of Swaps market activities and data
Provide ad-hoc consultation to government stakeholders on both general and specific elements of Swaps Market activities
Perform valuation analysis for equity and Credit Default Swap (CDS) products in support of Profit & Loss computations to be used in stress testing
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 government 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.)
Lead the program vision supporting the clients and establish annual roadmap for maturing the surveillance and monitoring functions
Quadrant is an affirmative action/equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, status as a protected veteran, or status as an individual with a disability. "Healthcare benefits are offered to all eligible employees according to compliance mandated by the Affordable Care Act".