Senior Macro Data Analytics Reporting Analyst - Operations

Description

The company is a bank, and this role supports its Macro product teams. The team is looking for a derivatives data analytics and reporting analyst who enjoys financial markets and working with data.

You bring deep knowledge of Rates and FX markets, plus hands-on work with a Rates or FX trading desk, or relevant experience in market data and risk analytics, valuation, quantitative modeling or regulatory reporting.

You understand a range of derivatives, including swaps, basis swaps, caps/floors and swaptions. Risk reporting skills and familiarity with option Greeks (VEGA, DELTA, GAMMA, THETA) are desired.

Strong troubleshooting skills and technical knowledge of Python, VBA and R are highly desirable.

Responsibilities

• Work with the Macro front office desks to build Rates and FX solutions, using Calypso to analyze and manage portfolio exposure and risk.
• Build market data and risk analytics, profit and loss calculations, and pricing and risk models.
• Design and build complex models and tools that meet business and regulatory reporting needs.
• Support the Macro middle office operations.
• Track industry trends and regulatory changes affecting interest rate derivatives.
• Work with stakeholders to find and deliver improvements to derivative trading operations.
• Turn business requirements into technical solutions that support the growth of the Macro markets.
• Work with internal teams to troubleshoot and fix derivatives issues.

Requirements

• Bachelor's degree in a related field, or equivalent work experience.
• Eight or more years of statistical and/or data analytics experience.
• Preferred: master's degree in STEM (science, technology, engineering or math), finance, analytic finance or financial engineering, or equivalent work experience.
• Preferred: one to three years of data and analytics experience in financial services.
• Preferred: strong analytical and problem-solving skills.
• Preferred: excellent troubleshooting skills and the ability to resolve complex derivatives issues.
• Preferred: technical proficiency in Python, VBA and R, which is highly desirable.
• Preferred: experience with cross-asset trading systems such as Calypso and Wall Street Systems (ION).
• Preferred: experience with derivatives, including swaps, basis swaps, caps/floors and swaptions.
• Preferred: experience in risk attribution and analytics, with a deep understanding of option Greeks (VEGA, DELTA, GAMMA, THETA).
• Preferred: excellent communication and interpersonal skills.
• Preferred: ability to work well in a quick-moving, changing environment.
• Preferred: strong attention to detail and the ability to meet deadlines.
• Preferred: professional certifications in relevant areas, such as CFA or FRM, are a plus.

Conditions

You must work from a the company location three (3) or more days per week.

Location: three or more days in office in either Chicago, IL or Charlotte, NC.

Schedule: Monday to Friday, 8:00 a.m. - 5:00 p.m. CST.

Accommodations for a disability are available at any stage of the application or hiring process.

Benefits

• Healthcare: medical, dental and vision.
• Basic term life insurance and optional term life insurance.
• Short-term and long-term disability cover.
• Pregnancy disability and parental leave.
• 401(k) and an employer-funded retirement plan.
• Paid vacation of two to five weeks, depending on salary grade and tenure.
• Up to 11 paid holiday opportunities.
• Adoption assistance.
• Sick and safe leave accrual of one hour for every 30 hours worked, up to 80 hours per calendar year unless otherwise provided by law.