Job Summary
We are seeking a Senior Capital Markets SME with deep expertise in OTC Derivatives, Collateral, and Margin. The ideal candidate will have strong knowledge of OTC trade lifecycles, Credit Support Annex (CSA) and collateral management, margin and exposure analytics, and EPE/what-if applications. The role will focus on validating business and data-domain realities, establishing domain semantics and ownership, corroborating dependencies and lineage, and facilitating decisions across business and technology stakeholders.
Key Responsibilities
• Validate catalogue items against business reality and resolve gaps, duplicates, and misclassifications in domain tags.
• Classify items as domain-owned data products, shared capabilities, or operational applications outside the analytical mesh.
• Corroborate or challenge dependency and lineage findings based on knowledge of OTC Derivatives, Collateral, and Margin data flows.
• Establish domain semantics and boundary definitions for assigned OTC Derivatives, Collateral, and Margin products.
• Apply ownership rules and drive resolution of contested items.
• Identify consuming domains behind extract feeds and downstream applications and define applicable contract obligations.
• Facilitate validation workshops with business-domain and IT owners and document findings to a review-ready standard.
• Collaborate with Risk, Operations, Finance, and technology stakeholders to establish clear ownership, dependencies, and domain decisions.
Required Qualifications
• 10+ years of experience in capital markets.
• At least 5 years of experience in a data-adjacent role such as data ownership, business data analysis, regulatory reporting, or middle-office data management.
• Deep expertise in OTC Derivatives, Collateral, and Margin.
• Must have recent experience working with Banking/Financial Client at least 2 years.
• Strong understanding of OTC derivatives lifecycle processes.
• Strong knowledge of CSA and collateral management.
• Experience with margin and exposure analytics.
• Experience with EPE and what-if applications.
• Knowledge of Collateral, Margin, and Exposure Analytics products and processes.
• Ability to interpret and challenge data dictionaries, lineage maps, and stored-procedure findings matrices based on business knowledge.
• Proven experience facilitating workshops with business and IT stakeholders within a large banking environment.
• Strong ability to drive decisions and resolve disagreements across business and technology stakeholders.
Preferred Qualifications
• Hands-on exposure to Murex or comparable capital markets and derivatives platforms.
• Prior participation in data mesh or data-product domain decomposition initiatives.
• Understanding of critical data element definition and attestation for regulatory reporting.
