PolyPaths Subject Matter Expert

Roles                             : PolyPaths Product SME.

Work Location            : Remote
Hire Type                      :Contract 

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 expertise in the PolyPaths platform fixed income products risk analytics and front to mid office business processes.

Domain Expertise: Fixed Income Trading, Risk Management, Portfolio Analytics, Credit Products Structured Finance & Capital Markets Technology.

Key Responsibilities:

• Act as the primary SME for the PolyPaths Trading Risk Management platform.
• Support implementation enhancement configuration and maintenance 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 mortgages structured products derivatives and credit instruments CDS.
• Perform portfolio risk analysis scenario analysis stress testing and valuation validation.
• Troubleshoot production issues and provide functional support to front office and risk users.
• Drive system upgrades testing and release management activities.
• Develop reports dashboards and risk metrics to support business decision making.
• Ensure data integrity and compliance with risk management policies and regulatory requirements.

Required Skills:

• Experience should have 8+ years in fixed income trading risk management and portfolio analytics initiatives by using PolyPaths & Murex platforms.
• 5+ years of experience working with PolyPaths Trading Risk Management platform.
• Strong understanding of fixed income markets and products.
• Experience with Bonds, Mortgage-backed securities MBS, Structured products, Interest Rate Derivatives & Credit Default Swaps CDS. 
• Experience in portfolio analytics valuation and risk management concepts.
• Knowledge of market risk measures including Duration Convexity VaR Sensitivity Analysis and Stress Testing.
• Experience working with Front Office Middle Office and Risk Management teams.
• Strong analytical problem solving and stakeholder management skills.
• Experience with SQL and data analysis tools is preferred.

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 project delivery and SDLC processes.

Thank you,

Bharath M
Account Manager
Astir IT Solutions, Inc - An E-Verified Company

Direct : *806

50 Cragwood Rd. Suite # 219, South Plainfield, NJ 07080