QA – Capital Markets (R&D)
NASDAQ Inc.
Total des années d'expérience :3 years, 5 Mois
• Creation of simulated trade portfolios on various asset classes like Equity, Commodity, Interest rate Swaps, Swaptions, G.Bonds, Futures, Forwards, Options, FX Derivatives, and various OTC and exchange traded products to analyse valuations of credit counterparty risk and market risk measures
• Booking trades, creating pricers and pricing environments for trade setups on Calypso.
• Implement test cases, test scenarios, test plans and execute automated tests for regression, functional, and performance testing on Calypso.
• Collaborate with the development team to define test objectives, strategies, and test plans.
• Creating the risk exposure models to evaluate Exposure at Default, Collateral risk, Market risk valuations using spreadsheets.
• Develop and maintain automation scenario sets, for cloud and local machine testing.
• Validate the Exposure at Default for SA-CCR as per BASEL regulations and SBM, DRC, RRC risk charges for SA-MR valuations as per FRTB, CRR and US-NPR regulations using MS-Excel.
• Collaborate with the development team to isolate, debug, and resolve issues.
• Propose and implement improvements to testing processes, tools, and methodologies.
• Collaborate closely with software developers, product managers, and quality assurance team members to ensure product quality and track continuous integration and continuous deployment (CI/CD) tools.
• Communicate test results, progress, and issues effectively to stakeholders on JIRA.
• Mentor junior Software Development Testing Engineers.
Monitoring and managing the trade positions of Hedge Funds for a broad array of themes including
VAR margin analysis, position adjustments, order trigger conditions, and API on various asset classes
like Stocks, ETFs, Options, Futures, Future options, CFDs, OTC markets, Bonds/Fixed income
products, Forex across 135 markets and 23 currencies.
• Analysing/Debugging the HTML/PYTHON credit dumps to determine potential reasons for margin
errors and provide hedging suggestions to the trading team.
• Adhering to risk limits, regulations and policies creating simulated Margin sensitivity Scenarios for the
portfolio based on Platform risk methodologies.
• Automating the risk analysis of existing positions to avoid margin calls/liquidations, managing the
systems and procedures to mitigate risks related to margins deficiency.
• Coordinate activities with other local and international service divisions and interaction with external
departments such as Risk, Programming, Clearing, Cashiering and Compliance and other service groups around the world.
• Following up with the global exchanges for various corporate actions, margins, regulatory compliance
of global markets, their impact on the underlying and their portfolio.
• Prepare/Suggest the test cases functionality to the trading team as per analysing the needs of the market.
• Algorithmic trading/ automating strategies using Python in equity derivatives, commodities, currencies
as per the client's requirements.
• Prepare test plans, test cases to perform Unit, Integration and stress testing for effective product
development.
• Managing relationships with the clients and providing inputs to the trading team
• Managing day to day operations of the team and interacting with different global institutions.
• Maintaining continuous integration and continuous deployment (CI/CD) tools on MIS, investigating
errors and timely resolutions.
• Providing solutions on the handling of errors and API integration.