Analytics Senior Associate

Job ID:  36763
Location:  TORONTO (CAN)

 

Who we are​:

Murex is a global fintech leader in trading, risk management and processing solutions for capital markets. Operating from our 19 offices, 2400 Murexians from over 60 different nationalities ensure the development, implementation and support of our platform which is used by banks, asset managers, corporations, and utilities, across the world. ​

Join Murex and work on the challenges of an industry at the forefront of innovation and thrive in a people-centric environment. 

You’ll be part of one global team where you can learn fast and stay true to yourself. ​

 

The team​:

Murex is the right place for you if you are looking to work alongside other bright and motivated individuals in an environment where collaboration and ownership are highly valued. We believe in empowering our people to take the reins in tackling challenging opportunities with support and guidance when needed. We also believe in continuous growth of our team and encourage exploration to keep ahead of the fast-paced changes in capital markets and fintech.

 

The Analytics team is at the forefront of quantitative finance, providing cutting-edge solutions for Capital Markets, including Derivatives Trading and Risk Management.

You will work as part of a small team, delivering personalized support to our clients by providing quantitative solutions for pricing, portfolio risk, and counterparty risk management.

 

What you’ll do​: 

  • Provide support Murex Analytics (MACS) solutions for FO pricing/risk and/or CVA/PFE analytics, including testing and troubleshooting

  • Provide support for exotic termsheet analysis and payoff representation

  • Support client model validation stream for MACS models

  • Participate in implementation/upgrade/extension projects when there is a significant scope related to analytics

  • Participate in performance analysis and hardware sizings in collaboration with Trading/ERM/PAC domains when complex analytics are involved 

  • When needed, provide internal support to other teams for any analytics-related topics (including market data analytics, payoff analytics, ERM analytics, P&L attribution, external analytics integration with Flex, etc) 

  • Participate in pre-sales related to payoff analytics (MACS), extensibility (UPL, Flex), and CVA/PFE analytics 

 

 

Who you are​: 

  • Analytical skills: Strong logic, problem-solving, and rigorous thinking 

  • Ability to analyze complex issues, attention to detail 

  • Tenacity in investigation, willingness to get to the bottom of an issue, leaving no stone unturned 

  • Ability to synthesize findings, adapt the presentation to audience, and provide an executive summary of complex issues 

  • Curiosity, enthusiasm, and hands-on attitude when troubleshooting/working with technical aspects of the platform or when dealing with previously unknown areas of the platform 

  • Affinity with coding (ability to script payoff using python) 

  • Solid knowledge foundation of financial markets, derivatives, and common modelling approaches (such as option pricing, Monte Carlo, etc), with ability to learn new complex concepts autonomously

  • Ability to quickly use newly acquired knowledge with a relevant perspective in client discussions

  • Interest in software sales and support, comfortable in client-facing interactions

  • Willingness to display flexibility in a fast-paced, ever-changing working environment is essential

  • Self-motivated, autonomous, hard-working