Support Functional Analyst | IT CIB

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.

Qualifications :

• SQL
• Good communication skills
• English speaking/writing
• Functional Financial knowledge
• Power BI or Python knowledge advantageous

This role requires someone that is collaborative has initiative can be autonomous and has a good sense of ownership. The role requires interaction with many different teams so good communication skills and English are essential. The principal teams you will interact with are RMPS (Risk Monitoring Production Support) the 1st line support team in Porto; MRCO (Market Risk chain owner); the PS BAs & developers; Production applicative support (infra); BAs from IT teams that interact with our system; market data teams PnL metrics application team who consume our results and the Risk transformation business project team.

The person will be trained on the systems and be closely supported until they reach full autonomy. 

Additional Information :

Our workplace reflects the vibrant spirit of our locations with initiatives such as a Green Transportation Budget electric bikes and a flexible Hybrid Work Policy. We promote wellbeing through the Honolulu Wellness Club a Prayer Room a Lactation Room and themed Villages that inspire creativity and collaboration. Through our ESG and DEI strategies we are committed to being inclusive caring and fair ensuring every voice is heard and valued.

Remote Work :

No

Employment Type :

Full-time