Primary Skill:
Various streams of market data come from different vendors like Reuters / Bloomberg into the Treasury systems like Murex.
These market data consists of 4 different fields namely - Index , Currency, Term and Rate.
The Bank users will configure the market data w.r.to Curve definition, Term specification etc.
Secondary Skill:
Python Scripting with Numpy and Panda
JD:
In the Asset control team, the resource has to analyze the incoming market data in terms of their term, Curve classification, Ask/Bid rate and other meta data and flag the data in different pools in Murex.
Based on that info, he has to run different scripts (ETL / Python) and generate files in different formats. It will be then shared into different consumers like CMD Murex, IBRD Murex, IFC Murex, OneView etc.
Erroneous market data will be reported along with logs in the asset control team. The resource also has to monitor the storage of these data in Murex Database and run batches for other downstream consumption.