PolyPaths SME – Trading Risk Management
Role Overview
We are seeking a highly skilled PolyPaths Subject Matter Expert (SME) to support Fixed Income Trading, Risk Management, and Portfolio Analytics initiatives. The ideal candidate will have strong hands-on expertise with the PolyPaths Trading Risk Management platform, Fixed Income products, risk analytics, and Front Office/Middle Office business processes.
Key Responsibilities
- Act as the primary SME for the PolyPaths Trading Risk Management platform.
- Support implementation, enhancement, configuration, maintenance, and optimization of PolyPaths solutions.
- Collaborate with Traders, Portfolio Managers, Risk Managers, and Technology teams to gather and translate business requirements.
- Configure and validate analytics for:
- Fixed Income securities
- Bonds
- Mortgage-Backed Securities (MBS)
- Structured products
- Interest Rate Derivatives
- Credit instruments and Credit Default Swaps (CDS)
- Perform portfolio risk analysis, scenario analysis, stress testing, valuation validation, and sensitivity analysis.
- Troubleshoot production issues and provide functional support to Front Office and Risk Management users.
- Support system upgrades, testing, release management, and production deployments.
- Develop and maintain reports, dashboards, and risk metrics to support business decision-making.
- Validate data integrity and ensure alignment with risk management policies, controls, and regulatory requirements.
- Participate in requirements analysis, functional design, UAT, defect resolution, and SDLC activities.
Required Skills
- 5+ years of hands-on experience with the PolyPaths Trading Risk Management platform.
- Strong understanding of Fixed Income markets, products, and trading processes.
- Hands-on knowledge of:
- Bonds
- Mortgage-Backed Securities (MBS)
- Structured Products
- Interest Rate Derivatives
- Credit Default Swaps (CDS)
- Strong understanding of Portfolio Analytics, Valuation, and Risk Management concepts.
- Knowledge of market risk measures, including:
- Duration
- Convexity
- Value at Risk (VaR)
- Sensitivity Analysis
- Scenario Analysis
- Stress Testing
- Experience working closely with Front Office, Middle Office, and Risk Management teams.
- Strong analytical, problem-solving, communication, and stakeholder-management skills.
- SQL and data analysis experience preferred.
Mandatory Domain Skills
- Capital Markets, including Derivatives
- Front Office Services, including:
- Membership
- IPO
- Order and Trade Management
- Pricing
- Trading Strategies
- Pre-Trade Compliance
- Risk Management, including:
- Credit Risk
- Market Risk
- IT Risk
- Operational Risk
- Derivatives Functional / Transact Derivatives
Preferred Qualifications
- Experience in Capital Markets or Investment Banking environments.
- Knowledge of Fixed Income pricing models and risk methodologies.
- Experience with regulatory reporting and risk governance frameworks.
- Familiarity with Agile methodologies and SDLC processes.
- Experience supporting enterprise trading, risk, or portfolio analytics platforms.
Domain Expertise
- Fixed Income Trading
- Trading Risk Management
- Portfolio Analytics
- Market Risk
- Credit Products
- Structured Finance
- Derivatives
- Capital Markets Technology
- Front Office / Middle Office / Risk Management
