Senior Fixed Income Technologist
CAPCO - New York, NY

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Primary Responsibilities:
Examples of deliverables/primary and other responsibilities may include:

Leading the business analysis development, testing functions and deployment for an overall large-scale, mission critical program

Leading the coordination and consensus building across multiple stakeholders—internal and external—across business and technology

Managing Junior Business Analysts to document all new processes and requirements (functional and data/non-functional requirements)

Leading interviews to understand the current allocations process, its shortfalls in the current environment, and the needs in the future state

Leading discussions with vendor and internal technology teams to determine the capabilities and limitations of the systems/technology

Preparing, facilitating, documenting and participating in client meetings/workshops

Conducting structured data gathering, research and analysis

Developing and evaluating procedures, controls, user requirements and functional specifications to identify gaps between current state and future state

Creating business requirements documents (BRD’s) into Use Cases/Functional Specifications for customization

Requirements gathering, functional requirements, user stories and documenting business/data/application/technology architectures, requirements, and business rules

Business process models/design, logical data models, standards and guidance

Documenting and explaining problems and works with others to resolve software defects while ensuring technical compatibility and end user satisfaction

Analyzing, developing and proposing enhancements to current business processes, reports, and applications in order to optimize system effectiveness

Conducting customer interviews and producing meeting summaries

Participating in development of new business opportunities: conduct market/client research and industry analysis

Liaising with development team and providing clarifications on customization requirements

Doubling up as QA when needed

Producing high-quality verbal and written consulting deliverables (including proposals, customer presentations, consulting reports, etc.) to effectively communicate project findings

Generating re-usable intellectual capital in the form of consulting methodology and templates, blueprints, and business cases

Basic scripting; and project plans


Basic Requirements:
Bachelor’s Degree is required An advanced degree is desirable

Minimum of 8 years of Electronic Trading, Portfolio Risk Analytics, and market data experience, specifically in the Fixed Income trading businesses and systems—both front and back office

Deep understanding of end-to-end operation flows across multiple applications

Extensive experience within Software Development Life Cycle (SDLC) processes and techniques

Strong knowledge of Fixed Income products, Treasuries, Muni’s, Agencies and Mortgage Backed Securities

Extensive experience with best-in-class methods, tools and techniques and elicitation and documentation of internal and external client needs and associated requirements

Deep understanding of application architecture in Fixed Income trading

Knowledge of IT infrastructure and software development

Knowledge of Spreads, Credit Default Swaps Indices, SP and Treasury Future prices, Swap Spreads, Yield Curve shifts, and Money Market indices like Euro Dollar contract prices, LIBOR OIS Spread

Implemented FIX based order management systems, algorithmic execution management systems, market data systems, integration of front desk operations with middle and back office, short locate desks, prime brokerage and corporate actions

Built and managed quantitative trading desks and traded Multi Factor Market Risk portfolios using statistical arbitrage models

Data analytics, algorithmic, trading, low latency market data, middle and back office integration and risk management

Strong capital markets knowledge and related data & technology skills

Experience with strategy models for financial metrics like IRR, NPV and CAGR using Balance Sheet, P&L, Cash Flows estimates

Data Management using external data from IBES, IDC, MARKIT, COMPUSTAT and 13F Filings

Build research and back-testing systems for multi factor RISK portfolio models using historical time series data

High Frequency trading strategies using Principal Component Analysis of statistical factors.

Financial services industry experience required; combined experience within management consulting is highly desirable

Capital Markets applications/trading platforms such as: Capital IQ Data Calypso, Murex, Wall Street, Sophis, Summit, Charles River, Sungard, Broadridge, Bloomberg TOMS, Fidessa etc., desirable

Strong risk and control awareness

Experience participating as a member of a project team through all phases of the project lifecycle, from scoping and planning, requirements gathering, design, development, testing, and go live

Experience participating as a team leader and member of a project team through all phases of the project lifecycle, from scoping and planning, requirements gathering, design, development, testing, and go live

Ability to travel extensively (up to 100%) to client sites around the U.S. is required

Business Competencies:
Excellent verbal and written communication skills with ability to discuss complex ideas and develop project deliverables and participating in workshops with C-level executives

Ability to think, write and present in a logical and structured way

Ability to articulate the value proposition and the business impact of technology transformation

Ability to exercise judgment within broadly defined practices and policies in developing methods, techniques and evaluation criterion for obtaining results

Ability to work in cross-organizational situations

Strong quality orientation

Entrepreneurial mindset; ability to work independently and as an effective team member with client groups, taking on whatever role is necessary to achieve business objectives and enhance client relationships

Consulting Skills & Experience:
Prior management consulting experience is not required, although highly desirable

Ability to produce clear, concise, relevant and accurate documentation based on captured requirements and information gathered from stakeholders / subject matter experts

Solid Business Analyst skills, including experience interviewing client executives to gather and document business requirements, process mapping, etc.

Strong experience documenting technology requirements, requirement analysis tools/methodologies (e.g., RUP, UML)

Strong presentation skills, extensive experience writing successful project proposals, experience planning and execution related projects, and demonstrated project management skills and experience

Solid knowledge of process reengineering methodologies and process flowcharting

Excellent time management and organizational skills; the ability to manage conflicting priorities and multi-task effectively; and communicate current status and tasks to management

Exceptional verbal and written communication skills and attention to detail

Ability to quickly learn new subjects and absorb new information and methodologies in a rapidly changing regulatory environment

Strong problem solving skills; ability to determine proper course or methodology without direction or supervision

The above declarations are not intended to be an all-inclusive list of the duties and responsibilities of the job described, nor are they intended to be such a listing of the skills and abilities required to do the job. Rather, they are intended only to describe the general nature of the job.

CAPCO - 20 months ago - save job - block
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About this company
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This company brings together ideas, technology, and money. The Capital Markets Company, which does business as Capco, provides consulting...