The position requires a Masters degree in Mathematics, Finance, Mathematical Finance, or a related field of study and five 5 years of experience in Capital Markets. Experience must involve three 3 years in the following reference data workflows of multiple asset classes including private equity, private debt, loan products, derivatives, commodities, equities, fixedbr income, and option across the capital markets domain; trade and transaction lifecycles; working with data vendor services and products, including Bloomberg Data License, Bloomberg APIs, Thompson Reuters Data Scope, ICEIDC, Fitch, Moodys, and SIX Financial, SP, Moodys, Fitch; working with an order management, portfolio management, or risk managementbr system; working with technologies including RelationalSQL databases, Data Modeling, Performance, Tuning and Replication technologies; queries to extract, load and manipulate data in relational databases RDBMS, REST API, JMSMQ queues, SOAP, web services, shell scripting; serving in a customer client, enduser facing role, which could include either working in direct sales, presales, operations, professional services, or customer servicesupport within the capital markets space; working with geographically global spread teams; and experience in at least one 1 of the following business intelligence reporting tools Power BI, Tableau, Qlik, Crystal Reports, or any proprietary reporting tool in the financial services space.
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