Nomura OTC Derivatives Margining "ASlgo Collateral" Analyst Developer x 3 - Competative Daily Rates - 6 month contract - London
 

The role requires a high-calibre candidate with experience in the OTC Derivative Margin area of Operations technology. The successful candidate will join the team responsible for the Margin and Collateral management functions as part of a significant project to enhance Nomura's business. Specific responsibilities are:

1)         Delivery of project to enhance collateralisation types available in Algo Collateral to pre-agreed timescales and requirements. Algo Collateral is an OTC Derivative margining vendor product provided by Algorithmics. This will involve:

a.         Liaise with business groups to clearly define requirements and document these.

b.         Where necessary engage the vendor for estimation of work and liaise with them through to delivery.

c.         Develop any satellite applications required to facilitate functionality required.

d.         Engage with the QA team to ensure thorough testing of vendor and in-house developments.

Skills & Experience Required:

• Understanding of OTC Derivative Margining Business and Processes.

• Ability to work under time pressure

• Experience of Investment Banking

• Experience of Margin/Collateral Management systems is desirable

• Experience of working in global teams with global user base.

Knowledge Required:

• Algo Collateral expertise

• Database development expertise (Sybase 12.5.2 preferred, but others platforms/versions will be considered too)

• Tibco BusinessWorks expertise

• Scripting experience (Korn)

• Crystal Reports report development experience.

• Autosys experience

• Database performance and tuning experience