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Design, tracking and evidencing of system testing for risk and market data. Documentation to support this and maintenance and review of these tests.
Testing Skills Required
- HP Quality Centre
- Murex operation service support - need to deploy, start and stop many of the murex services as part of setup and running of testing. Diagnosis of problems quickly saves considerable wasted time.
- Manual test execution - capability, attention to detail and enthusiasm for the execution of the many manual tests.
- Documentation of testing results, testing evidence, defect documentation
- Onyx test execution, and debugging of Onyx issues
- Unix skills, command line familiarity and basic scripting. How to check processes and kill them, examining memory, disk, processor and port usage etc. We use Unix scripting as part of some automation and to start and stop services.
- Prior experience, or the potential to learn the domain knowledge that is required. Efficient, high performing testing this type only occurs when a strong grasp of the domain is present - see business knowledge section below
- Numerical problem investigation - how to investigate a data driven issue, performing numerical reconciliations. Strong basic numeracy.
- Excel, for reconciliations and preparing data, pivots in excel, vlookup.
- Capability to use and develop basic tooling to provide test data for testing exercises - e.g. develop an excel sheet/script that transforms fixing/price data in preparation for upload/copy paste to Murex
- Planning and project management of testing exercises, capability to prepare and present reports of progress, coverage, and success rates for testing.
Business Knowledge
Prior experience, or the potential to learn significant domain knowledge relating to the financial products, risk measures and market data within FX, Rates and Credit. Efficient, high performing build and test of this type only occurs when a strong grasp of the domain is present, for our team that means:
- Basic nomenclature, what are maturity dates, knot points, curves, instruments, indices, tenors, observables
- Basics of Interest rates, what are they, forward rates discounting of future cash flows
- Cross currency swaps, XCCY Basis
- IR Curves, what are they used for, importance of interpolation
- Tenor - 3M Libor is different from 6M Libor, and how that leads to a 3M and 6M curve. Tenor basis risk.
- OIS curves and funding, CSA discounting, collateralisation
- IR Products basics, how an IR swap works
- Credit default swaps and Credit curves, what they are and how they are used. Recovery. Default events. Different types of credit curve. Credit indices. Credit Index options. Credit volatility surfaces.
- Bonds and bond prices, yield, z-spread, static data, callable bonds
- Bond futures, Eurodollar futures, prices, CTD, convexity adjustment, conversion factor
- FX Spot rates, FX Trades.
- IR and FX Option trades, Volatility surfaces.
- Inflation swaps and index linked bonds, inflation market data. Seasonality.
The Risk and Market data team is responsible for system testing that covers all components built by the team, and livebook and the flex interface. Testers need to be able to design, plan, execute, document results, investigate failures and report progress against a plan. Tests are documented in HP quality centre, and JIR is used for some workflow. Testers need to be able to deploy the components, and as much testing involves a Murex instance operational support of Murex is a key skill. Testing needs to be scalable and cost-effective, so the heart of the testing team needs to be off-shore. A significant par t of the testing pack is automated through Onyx, this capability needs to be extended.
