Data Migration Consultant

Job Description: Role: Data Migration Consultant/Quantitative Validation Expert Location: NYC, NY/hybrid Type: Contract Data Migration Consultant Responsibilities: • Designs and executes data migration strategy from legacy systems to Murex. • Handles ETL for trade data, static data (counterparties, books), and historical market data. • Works with stakeholders to define mapping rules, transformation logic, and reconciliation methods. Required Skills/Experience: • 5–10 years in data migration projects (ideally in capital markets or Murex). • Proficiency in SQL, ETL tools, and data quality frameworks. • Strong understanding of trading data schemas and reference data. Model Validation Analyst / Quantitative Validation Expert (2) • Purpose: Validates front-office pricing models and risk analytics (e.g., PV, Greeks, XVA). • Key Responsibilities: • Independently verify the theoretical soundness and numerical accuracy of IRD/CRD pricing models implemented in Murex. • Perform benchmark testing against in-house models, spreadsheets, or vendor tools. • Review model documentation and work with quants/front office to ensure model transparency and regulatory alignment. • Validate calibration techniques (e.g., yield curves, volatility surfaces, CDS spreads). • Assist in model governance and sign-off process (may involve internal Model Risk Management (MRM) teams). • Skills: • Strong quantitative finance background (PhD/master’s level preferred). • Familiarity with Murex model architecture (or APIs if access is granted). • Programming in Python, R, or MATLAB. • Deep understanding of risk-neutral pricing, stochastic models, and numerical methods (e.g., Monte Carlo, PDEs).