Skills Required: This position requires experience with the following: Structured Products under various asset classes including Equity Derivatives, FX, Rates, Credit, and Commodities; Risk management systems and unique risk measures for each type of asset class including Equity, Credit, Rates, Commodities, and FX, including Delta, Gamma, Theta, Rho, and Vega; Booking flows of structured products from FO risk systems, through the full product lifecycle management including coupons, knockouts, and corporate actions, to settlement involving issuance and paying agents, custodians, and clearing systems; Trade and product lifecycle of derivative products across both securitized and OTC products; Controls processes surrounding the trading and lifecycle of financial products including pre-matching, fails monitoring, inter-entity and inter-system reconciliations, and PnL monitoring; Coding Excel macros using VBA to automate recurring tasks involving data extraction, transformation, and communication using e-mail; Using low code tools including Alteryx, Tableau, and UI Path to develop data analytic models, dashboards, and automation solutions; Large data models and data infrastructure for large firms; Writing SQL and Python scripts to run large-scale queries to obtain information from databases; Using market data systems including Reuters and Bloomberg, and working with the various screens and tools the platforms offer including using Bloomberg add-ins for Excel to set up automated queries. QUALIFICATIONS: Minimum education and experience required: Bachelor's degree in Economics, Business Administration, Finance, Mathematics, or related field of study plus 1 year of experience in the job offered or as Trading Services or related occupation.