Macro Data Analytics Reporting Analyst - Operations
Core
Design and develop data analytics solutions, risk models, and reporting tools for Rates and FX derivatives products to support Macro Front Office desks and Middle Office operations.
Role type
Senior IC macro data analytics reporting analyst (derivatives)
Builds
Market data analytics, P&L calculations, pricing/risk models, and regulatory reporting tools for Rates and FX portfolios
Domain
Financial services, macro markets, derivatives (swaps, options, FX, rates)
Deliverable
production ML models | dashboards & analysis
Required skills
Derivatives product knowledge (swaps, basis swaps, caps, floors, swaptions), risk analytics, option Greeks (VEGA, DELTA, GAMMA, THETA), Python, VBA, R, Calypso trading systems, statistical/data analytics
Preferred skills
Quantitative modeling, risk attribution, cross-asset trading systems (Wall Street Systems/ION), CFA/FRM certification
Technologies
Python, VBA, R, Calypso, Wall Street Systems (ION)
Responsibilities
Design and develop complex models and tools for business and regulatory reporting; Create market data and risk analytics and P&L calculations; Collaborate with Macro Front Office desks to analyze portfolio exposure and risk; Support Macro Middle Office operation functions; Troubleshoot and resolve issues related to financial derivatives; Stay updated with industry trends and regulatory changes for interest rate derivatives
Seniority
Senior, hands-on IC
