Swaps Subject Matter Expert (SME)

This is a remote position.

• As a Swaps Market Subject Matter Expert (SME), provide thought leadership and functional / technical expertise to help support a Swaps Market Monitoring and Surveillance program
  
• Serve as consultative SME resource in Swaps trade and market analysis, supporting government clients in developing and maintaining market intelligence and interpretation of market activities.
  
• Support evaluation, triage, and prioritization of ad hoc requests related to Swaps Market monitoring and surveillance
  
• Provide regular reporting and analysis of Swaps market activities and data
  
• Provide ad-hoc consultation to government stakeholders on both general and specific elements of Swaps Market activities
  
• Perform valuation analysis for equity and Credit Default Swap (CDS) products in support of Profit & Loss computations to be used in stress testing
  
• Establish credit surveillance and monitoring of signals from credit markets, including alerts and market event updates
  
• Create and distribute periodic equity, credit, and risk surveillance reports to the agency for actionable intelligence
  
• Track, monitor, and report on changes proposed by the Swaps Data Repository (SDR) entities
  
• Maintain an SDR library of related documentation to be consumed by various divisions within the agency
  
• Work closely with the Program Manager to support activities relating to electronic data processing, systems analysis, computer programming, and systems implementation
  
• Collaborate with the government program team to ensure quality of deliverables
  
• Actively participate with task management using Agile methodologies
  
• Provide input to, and support creation of appropriate frameworks, processes, and Standard Operating Procedures (SOPs)
  
• Evaluate ad hoc request for swaps related analysis and take appropriate actions to manage prioritization, analyze, and produce results (quantitative, anomalies, trending, etc.)
  
• Lead the program vision supporting the clients and establish an annual roadmap for maturing the surveillance and monitoring functions
  

Requirements

• Bachelor’s Degree in Finance, Computer / Data Science, Information Systems, and/or related Business Discipline
  
• Minimum of 10 years’ experience with Market Monitoring and Surveillance in Securities Based Swaps, derivatives, or related financial area
  
• Demonstrated expert-level knowledge and skills Swaps market valuation analysis
  
• Current knowledge of laws and regulations applicable to Swaps transactions and general derivatives trading
  
• Ability to support and guide Business Intelligence Analysts develop stress testing dashboards to monitor Equity and Credit products
  
• Demonstrated knowledge of Bloomberg API Integration or other Swaps data repositories
  
• Dodd-Frank and SEC regulations including SBSR and regulation SE
  
• Experience working directly with senior management, system developers/engineers, and customers to deliver quality work products on time
  
• Knowledge of data analysis platforms such as Python, SQL, MongoDB, NoSQL, Splunk, Tableau or similar systems
  
• Excellent problem solving, and oral and written communications skills
  
• Experience in securities-related regulatory compliance and reporting
  

v  Sole US Citizenship

v  Ability to obtain and/or maintain a Public Trust Security Clearance 

Preferred Requirements:

• Master's degree or higher in Finance, Business, or related area (Strong preferred)
  
• 2 years of experience or more in focused Swaps market analysis, anomaly detection and investigation.
  

Benefits