Sr. Analyst, Capital Markets & Analytics
Core
Support Corporate Treasury and Commercial Banking line of business through derivative trade support, focusing on protection against interest rate and FX exposures.
Role type
Senior IC derivatives middle office analyst
Builds
Trade maintenance, lifecycle monitoring, regulatory reporting, and portfolio reconciliation for OTC derivatives
Domain
Financial Services / Capital Markets / Derivatives
Deliverable
production ML models | product features | dashboards & analysis | client delivery
Required skills
OTC derivative trade support, hedge effectiveness checks, portfolio reconciliation, market data integrity management, SQL, Python, Business Intelligence tools
Preferred skills
Treasury function experience, system implementation and UAT, financial modeling
Technologies
SQL, Python, Bloomberg, Excel
Responsibilities
Affirm Corporate and Commercial OTC derivative activity and validate commercial P&L; Perform hedging activities checks and reconciliations; Execute daily reporting and record retention controls; Liaise with counterparties for portfolio reconciliation; Perform and monitor derivative clearing and settlement; Maintain market data parameters; Identify process and financial modeling efficiencies; Maintain automation controls and enhance dashboards
Seniority
Senior, hands-on IC
