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Solutions Architect

January 11, 2019 by

Job Title: Solutions Architect – Expert-29297-1
Duration: 3 Months
Work Location: TORONTO

Responsibilities
• Work with various stakeholders and capture the data requirements for all products in scope of the Market Data & Daily IPV and FRTB
projects
• Derive the technical data requirements document/repository and work with the internal developers through the implementation
• Identify Activity Planning and Sequencing for work packages
• Walkthrough requirements document with stakeholders and obtain sign off
• Create test case scenarios for the new changes
• Participate in SIT/UAT and end to end testing with downstream systems and consumers
• Credit Data (Rating, Weight)
• Index Decomposition Look Through Data
• Develop re?useable risk factor to time series mappings that are joined to Product Catalogue and Pricing Model (aka Pricer Class – Trade
Types) to enable any position with known Product Catalogue and Pricing Model attributes (i.e. an atomic instrument) can be traced to
specific risk factors and hence market data.
• Support Risk Standards, i.e. which product/model and risk factor combinations are allowed
• Develop a Risk Factor Taxonomy that provides common symbology between FO, SM, and Risk.
• Develop Data Lineage to document market data used as Risk Factors in FO, SM and Risk Infrastructure
• Confirm that the Market Data stored in SM can be used with no transformations by MFL in both FO for generating VPC marks and by Risk
using MFL for VaR, Stressed VaR, IMA ES and by CCR.

Must Have Skills

1) Reference data exp
2) Capital market product knowledge : swaps, derivative, equities etc.
3) goldensource
4) oracle

 

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ABOUT NEXUS SYSTEMS GROUP

Nexus is one of North America’s leaders in the provision of technology staff augmentation and strategic resource consulting. With a team of talented professionals using best of breed methodologies, Nexus consistently over delivers with quick, quality and trusted results to its clients and consultants.

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