Rates Middle Office

Delta Capita•New York, NY

8h•$80,000 - $150,000•Hybrid

About The Position

We have an exciting opportunity to work for a global banking and financial services corporation within their Investment Banking division as part of our Post Trade Services Team. You will be working as part of a fast-paced middle office team, communicating with multiple teams internally and externally.

Requirements

5–10+ years in Rates Middle Office, Trade Support, or Product Control with leadership responsibilities.
Deep knowledge of USD Rates products (USTs, TIPS, repos, IRS, OIS, swaptions, futures, options; familiarity with structured/callable notes a plus).
Strong Murex background preferred (trade capture, workflow, events/lifecycle, static/market data, risk measures, reporting, EOD batch).
Proven track record building controls, remediating breaks at scale, and managing audits/reg reviews.
Solid understanding of P&L/Risk concepts (DV01, CS01, Vega, Theta, curvature; hedge accounting exposure useful).
Data fluency: advanced Excel; SQL/Python desirable; experience with BI/visualization tools is a plus.
Excellent stakeholder management and communication; experience leading change portfolios.

Responsibilities

Desk Leadership & Control Ownership
Own daily production: trade capture integrity, lifecycle events, P&L explain, risk reconciliations, and EOD completeness sign-off.
Maintain and enhance the control framework: maker-checker, break management, incident reporting, RCSA inputs.
Product & Risk Expertise
Oversee complex bookings (callable structures, exotics, curve/vol model changes).
Partner with Market Risk/Valuation on reserves, fair value hierarchies, IPV, and model transitions.
Change & Transformation
Sponsor and deliver change: booking model standardization, workflow automation, control digitization.
Lead Murex initiatives (e.g., migration, data model alignment, MxML workflows, market data governance, risk cube performance).
Stakeholder & Reg Engagement
Act as primary contact for Trading, Sales, COO, Risk, Finance, and Compliance.
Support audits/regulatory queries (e.g., trade reporting completeness/accuracy, UMR, FRTB data lineage where applicable).
People Management
Define KPIs/SLAs; drive continuous improvement and a culture of control.