Delta Capita · 2 hours ago
Rates Middle Office
New York, New York, United States
Full-time
Hybrid
Mid, Senior Level
$80K/yr - $150K/yr
5+ years expDelta Capita is a global managed services and consulting provider in the financial services sector. They are seeking a professional for their Rates Middle Office role, which involves leadership in trade capture integrity, risk reconciliations, and stakeholder engagement within the Investment Banking division.
BankingFinancial ServicesManagement Consulting
No H1B
Responsibilities
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
Oversee complex bookings (callable structures, exotics, curve/vol model changes)
Partner with Market Risk/Valuation on reserves, fair value hierarchies, IPV, and model transitions
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)
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)
Define KPIs/SLAs; drive continuous improvement and a culture of control
Qualification
Required
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)
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
Excellent stakeholder management and communication; experience leading change portfolios
A valid work authorization for the US is mandatory
Preferred
Strong Murex background preferred (trade capture, workflow, events/lifecycle, static/market data, risk measures, reporting, EOD batch)
SQL/Python desirable; experience with BI/visualization tools is a plus
Company
Delta Capita
Delta Capita is an International business & technology consultancy and managed services provider It is a sub-organization of PRYTEK.
1001-5000 employees
Funding
Current Stage
Late StageTotal Funding
$50MKey Investors
PRYTEK
2025-04-17Acquired
2020-03-26Series Unknown· $50M
Leadership Team
Joe Channer
Founder / Group Chief Executive Officer
Alan Philpot
Chief Product Officer
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