Within the Pricing & Analytics division of IT Global Markets, you will join the Calculation Engines team as a Support Functional Analyst.
The Pricing & Analytics division is in charge of the development and integration of the Equity (TK EDA) and Fixed Income (ARM) financial libraries in various IS applications. These libraries manage derivatives from the Equity, Commodity and Fixed Income markets.
The Calculation Engines teams rely on these pricing libraries to set up robust industrial computing chains (Market Data calibration, StressTests, HVAR, CVA, EEPE) for the Front Office and Global Market Risk businesses. These computation chains process large volumes of data within the computation and storage time constraints. They must also provide custom APIs for data access.
Your responsibilities will include:
- Understand the functional workflow of stress tests.
- Monitoring of daily pricing batches ensuring respect of production SLA.
- Daily reporting of Production Level 1/2 and subsequent status updates.
- Analysis of issues to identify problem root cause and escalate to the applicable team for resolution, following up till closure of issue.
- ICD/ICQ/PRB updates when SLAs are breached.
- Control M Setup and configuration of pricing risk runs in Production and Test environment.
- Collecting business project team Test requirements and executing of associated pricing Stress tests in Test environment.
- Suggesting improvements to the support process.
- Updating & maintaining documentation on support tasks.
- Design of monitoring dashboard to be developed by the BAM (Business activity monitoring) development team.
- Define and manage handover of 1st level support to RMPS, including creation of operational procedures and training for RMPS.
- Hold weekly meetings to share Production support issues with the PS Bas.