Murex Extraction Consultant

Comunidad de Madrid  ‐ Onsite
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Keywords

Description

Murex Extraction Consultant - 3 months - Madrid, Spain

A Murex Extraction consultant is required to:
Analyse, design and implement the extraction of the deals from the Front Office MUREX to the technical adapter in the ESB.
Detailed document with the tags of the XML generated by Murex for each event.
Team work with ESB integrator.

The new market data server solution will be in charge of managing all incoming market data, prices (both internal and external) and other data (such as news, model calibrations, parameters or data generated by traders) for both Real Time, end-of-day and historical purposes. For the end-of-day data, the recommended solution is to maintain current functionality supported by Asset Control and to connect the new market data server solution as an input to Asset Control.

The contributors to this pool will be:
Current market data providers (ie Reuters, Bloomberg, Interactive Data, Infobolsa, etc.). The solution must be able to deal with the current market data connections and must be also able to provide co-location capabilities in order to reduce latency in each major trading centre accessing local market data sources. A distributed model must be supported by the solution in order to cover this requirement.

Manual input of market data, with a proper permissions control.
End-of-day market data contributors for each region (including Latam countries).

The main capabilities required to this application are:
Data normalization. Market data coming from different sources may be represented in different formats (and technologies). One of the main tasks of the market data server will be the normalization of incoming data (relational database with a common data model for all data feeds).

Data Quality capabilities,

Market data sets. Different groups (Front, Risk, Backoffice) may require different market data sets.
Finally, market data must be distributed among those applications that require it.

This an initial list of potential consumers:
User desktop applications (such as Reuters Xtra).
Trade processing systems, such as Murex, STAR or Telemaco.
Pricing systems (ie RET)
Market risk and counterparty risk systems (online and batch).
End of day data is currently consumed by systems from Risk and Back Office, as well, as from other areas of the bank (such as host applications).

Murex Extraction Consultant - 3 months - Madrid, Spain

Start date
ASAP
Duration
3 months
From
Damia Group LTD
Published at
30.01.2012
Project ID:
306689
Contract type
Freelance
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