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Jones Lang LaSalle Americas, Inc. Senior Facilities Manager. New York, NY. Establish and execute strategic direction for operations and maintain teams in alignment with client goals for their systems and processes. May telecommute. Rate of Pay: $165,485 to $187,800 per Year. Please email resume to <a href="mailto:JLLAmericasResumes@jll.com" target="_blank">JLLAmericasResumes@jll.com</a> and reference job code SE1073.&nbsp; &nbsp;

Senior Facilities Manager

Electrical Engr, Project Managers (multiple), ELECSYS Engineering Group PLLC in Valhalla, NY. Plan &amp; execute various electrical eng'g projects, incl dsgn'g, dvlpg, &amp; testing, electrical eng'g projects. Req'mts: Bachelor's in Electrical Eng'g, Electronic Eng'g, or rel. &amp; 2 yrs of exp in job offered or rel. occupation: utilizing REVIT, AutoCAD &amp; BIM for project execution. Telecommuting &amp;/or work from home may be permissible pursuant to company policies. When not telecommuting, must report to work site. Offered salary is between $90,000 &amp; $125,000/yr. 40 hrs/wk. Please email resume to <a href="mailto:info@elecsysgroup.com" target="_blank">info@elecsysgroup.com</a> &amp; indicate job code HN071425AD.

Electrical Engr, Project Managers (multiple)

Consultant: Murex North America, Inc. seeks a Front Office Consultant in New York, NY to work on Service Implementation and Software Upgrade projects for Murex proprietary financial software systems. Telecommuting is permitted. Wage Range: $128,939 - $148,939 per year. Applicants apply at jobpostingtoday.com, reference #64633.

Front Office Consultant

Sales/Trader (Prime Services) (SG Americas Securities, LLC, New York, NY)
Multiple positions available. Analyze market conditions, regulations, and financial data to identify investment opportunities. Ensure full compliance with investment policies, including CFTC rule 1.25 and SEC Rule 15c3-3, for all customer assets deposited under the bank’s FCM and Securities Prime Brokerage activities. Adhere to and ensure compliance with IIROC regulations in relation to SGCC FCM operations. Oversee the protection, investment, and placement of customer cash and non-cash collateral, working closely with Treasury, Operations, and Finance teams. Escalate any regulatory, operational, or trading issues as needed. Optimize customer cash and non-cash collateral across external and internal counterparties, fixed income reverse repo trading, CCPs, banks, and carrying brokers while meeting performance targets. Manage borrowings from Treasury, ensuring optimal placements, investments, and returns. Execute foreign exchange (forex) hedging to support single currency margining product. Collaborate with the Risk Management team to ensure adherence to trading risk metrics such as DV10, VaR, and stress testing. Participate in CCP and exchange collateral meetings. Support IT development efforts by enhancing trading tools and systems, including automation, pricing engines, analytical tools, and new hedging strategies. Provide short coverage and long financing on securities to external clients through internal desks. Offer financing solutions to Prime clients (Hedge Funds, PTGs, Asset Managers). Collaborate with internal teams to drive synergies in secured financing. Develop and execute strategies to grow the business sustainably, ensuring a diversified and recurring revenue stream. Optimize global book positions and scarce resources, including cash consumption, liquidity ratios, and balance sheet management. Manage daily risk exposure, position tracking, risk follow-ups, and Profit &amp; Loss (P&amp;L) analysis. Provide market insights and money market updates to client as part of their Prime Services experience. Salary: $ 152,339 -$275,000 per year.
 MINIMUM REQUIREMENTS: Master's degree or U.S. equivalent in Financial Engineering, Mechanical Engineering, Finance, Economics, Statistics, or related field, plus 3 years of professional experience as a Trader, Financial Quantitative Analyst or any occupation/position/job title optimizing Client Collateral at a global financial institution.
Must also have the following: 3 years of professional experience working in a global bank with Future Commission Merchants (FCMs) or Broker Dealers (BDs); 3 years of professional experience utilizing risk knowledge to combine proprietary and CCP models for exchange traded derivatives (including VaR, cVaR, ES, SIMM, IMM, Exchange IM (including SPAN and Prisma), 3F, and Cross Margin); 3 years of professional experience analyzing balance sheets (in US GAAP and IFRS norms) and scarce resources including RWAs, Leverage, LCR and NSFR; 3 years of professional experience performing collateral management and book optimization of scarce resources (including axis, balance sheet optimization for both long and short, and pricing); 3 years of professional experience pricing Options and Futures Clearing, Financing (Loan and Synthetic) and OTC and FX Clearing portfolios; 3 years of professional experience adhering to regulatory rules governing client asset including the protection of customer assets; and 3 years of professional experience performing agency execution and optimization trades and investments (including reverse repo and FX swaps).
CONTACT: Please email resume to: <a href="mailto:us-humn-recruitment@sgcib.com" target="_blank">us-humn-recruitment@sgcib.com</a>. Must specify Ad Code KLGKCK in the subject line. &nbsp;

Sales/Trader (Prime Services)

Cross-Asset Strategist (SG Americas Securities LLC, New York, NY)
Responsible for running financial analyses, back tests and simulations for clients (U.S. and global customers) and the Bank’s Traders in a very quick turnaround, focused on derivative strategies of both discretionary and systematic nature; Support colleagues from Trading with ad-hoc analyses in relation to specific pricing requests from clients, enhancing existing tools to perform analyses/back testing; Conduct pricing and structuring of multiple iterations of standard ("vanilla") and non-standard ("exotic") derivative products to identify the most suitable path for implementation; Maintain knowledge of tools to act as a product expert, develop pricing scripts to estimate historical prices for derivative products; Produce notes, write-ups, documents, and presentations about topical market themes, including relevant analyses and in-depth sophisticated explanations about derivative markets and derivative parameters; Prepare/deliver presentations to clients and prepare conference calls and client events of various nature (roundtables, seminars, forums) about topical market themes to foster client relationships and promote brand recognition; Work closely with colleagues from Sales, Trading, Marketing, and Structuring on bespoke client requests and trade ideas; Consult with clients on extremely complex matters related to investing, markets, derivatives, and quantitative finance and provide client-specific solutions taking into consideration the risk appetite and constraints faced by the Trading function; Back test derivative-based strategies to assess their historical risk-reward and performance during specific market environments; Develop scripts for internal databases to perform standardized analyses and create insightful visualizations of market parameters and prices for derivative products. Provide guidance on the use of these databases to clients and colleagues from Trading and Sales, create custom indictors on market platforms (ex. Bloomberg, SG Markets) to be disseminated among clients; Create and maintain proprietary databases about derivative markets leveraging on specialized data providers; Create and automate sophisticated models/dashboard for derivative markets and derivative parameters, frequently disseminating results &nbsp;and highlighting potential trade ideas; and Investigate advanced, innovative methodologies to construct cutting-edge forecasting models. Requires up to 10% domestic and international travel for client visits and conferences. Telecommuting may be permitted up to one (1) day a week. When not telecommuting, must report to SG Americas Securities, LLC, 245 Park Ave, New York 10167. Salary: $200,000 - $275,000 per year.
MINIMUM REQUIREMENTS: Bachelor’s degree or U.S. equivalent in Finance, Economics, Financial Engineering, Mathematics, or related field. plus 2 years of professional experience as an Financial Analyst, Investment Analyst, or any occupation/position/job title involving financial analysis, back tests and simulations of derivative strategies.
Must also have the following: 2 years of professional experience working with market activities (including sales, trading, advisory, and risk) for equities, interest rates and foreign exchange; &nbsp;2 years of professional experience working with derivatives instruments (including options). 2 years of professional experience utilizing Microsoft Word, PowerPoint, and Excel; 2 years of professional experience utilizing pricing models to perform derivatives pricing (including risk neutral measure); 2 years of professional experience generating trade ideas on equities, foreign exchange, and interest rates for institutional clients; and 2 years of professional experience utilizing coding skills including Python.
CONTACT: Please email resume to: <a href="mailto:us-humn-recruitment@sgcib.com" target="_blank">us-humn-recruitment@sgcib.com</a>. Must specify Ad Code BDFQ in the subject line. &nbsp;

Cross-Asset Strategist

Senior IT Business Analyst – Liquidity Risk (SG Americas Operational Services, LLC, Jersey City, NJ)
Create, maintain, and enhance Information systems to support Finance &amp; Risk management. Support Liquidity Resolution Management (TSR/LRM) Unit covering Liquidity stress test, cash ﬂow forecast and structural risk (liquidity, interest rate and asset liability management). Work closely with 1st Line of Defense (Accounting department) and 2nd line of defense (Risk Department) for gathering business requirements for Liquidity Risk monitoring and Steering. Write business &amp; functional requirements. Automate design solution using data transformation tools. Review quality of delivery by performing functional testing. Support &amp; co-ordinate user testing &amp; production releases. Estimate effort and ensure timely delivery. Manage several streams of work concurrently. Give clear and consistent reports to the clients and management. Ensure that release management / change management processes are followed. Rely on IT best practices to improve quality of development. Assess risks and develop contingent strategies. Participate as a motivated, proactive, and highly contributing member of the global team. Salary: $169,541 - $222,000 &nbsp;per&nbsp;year.
MINIMUM REQUIREMENTS: Bachelor’s degree or U.S. equivalent in Computer Science, Computer Engineering, Information Technology, Banking Technology &nbsp;or related field, plus 5 years of professional experience as an IT business analyst or any occupation/position/job title involving software product development.
Must also have the following: 5 years of professional experience preparing clear speciﬁcation and prototype for software development based on business requirements; 5 years of professional experience participating in the design, integration and organization of technical solutions; 5 years of professional experience translating requirements into functional use cases and speciﬁcation documents; 5 years of professional experience executing SQL queries and data analysis; 5 years of professional experience utilizing release and change management processes; 5 years of professional experience utilizing ETL tools to build IT solution; 5 years of professional experience performing functional testing; 5 years of professional experience providing clear communication to stakeholders; 5 years of professional experience utilizing banking and market products, risk methodologies, practices, and procedures; 2 years of professional experience building applications for Liquidity Stress testing; and 2 years of professional experience performing software product development for Liquidity Risk Management and Liquidity risk and regulatory reporting analysis.&nbsp;
CONTACT: Please email resume to: <a href="mailto:us-humn-recruitment@sgcib.com" target="_blank">us-humn-recruitment@sgcib.com</a>. Must specify Ad Code LVMO in the subject line. &nbsp;

Senior IT Business Analyst - Liquidity Risk

Senior Treasury Specialist (Societe Generale, New York, NY)
Perform day to day funding of the bank's unsecured balance sheet. Comply with Liquidity Regulatory ratios within threshold and limits framework. Monitor variation and adjustment of the balance sheet funding. Liaise with internal partners and external counterparties to actively manage relationships and liquidity. Review and analysis of P&amp;L and Risk reporting framework. Monitor and steer risk for the desk. Investigate and explain any breach inherent to risk framework. Liaise with production teams to explain, review, challenge P&amp;L and Risk metrics. Conduct pricing of Deposits and Loans, update and manage curves/prices, follow and assess axes on market movements and events, and conduct daily pricing of L&amp;D in accordance with the market. Perform intraday monitoring of funding needs including intraday credit line across various accounts, intraday liquidity, and analysis and optimization. Prepare and present analysis to management. Provide Audit with relevant proofs as per requirements. Draft and contribute to policies update and improvements. Contribute to formalize and present business requirements to project forums. Oversee ad hoc projects related to the Treasury team. Telecommuting is permitted up to two days per week. When not telecommuting, must report to Societe Generale, 245 Park Ave, New York, NY 10167. Salary: $188,178 - $195,000 per year.
MINIMUM REQUIREMENTS: Master’s degree or U.S. equivalent Business Administration, Finance, Accounting or related field, plus 5 years of professional experience as a Financial Specialist, Risk Analyst, or any occupation/job title/position involving banking and markets within the financial services industry.
Must also have the following: 4 years of professional experience in Liquidity and Treasury management related projects (including Implementation of an Intraday liquidity framework, implementation of Intraday policy and procedure, and implementation and buildout of intraday monitoring tools); 3 years of professional experience in the project management lifecycle (including initiation, planning, execution, monitoring and control); closure structuring, leading projects, process design, and change management efforts; and data quality remediation efforts; 3 years of professional experience performing payment and settlement processes; 2 years of professional experience working with market payment utilities and infrastructure; and 2 years of professional experience working in a U.S. regulatory environment on Liquidity management.
CONTACT: Please email resume to: <a href="mailto:us-humn-recruitment@sgcib.com" target="_blank">us-humn-recruitment@sgcib.com</a>. Must specify Ad Code YCDM in the subject line. &nbsp;

Senior Treasury Specialist

Senior Legal Counsel at Devexperts Inc. in Jersey City, NJ. Duties: Spprt draftng, rvwng &amp; negotiatn legl docs, incl. sftwr dvlpmt agreemts, servc agreemts, licns agreemts, SaaS agreemts. Reqs: LLM &amp; 4 yrs exp practcng law as in-house counsl @ fintech co. OR Juris Doctor &amp; 4 yrs exp practcng law as in-house counsl @ fintech co.; elgbl fr admissn to practc law in NYS or NJ; upper-intrmdiate German proficiency. For full descr of duties &amp; reqs &amp; to apply, submit resume here: <a href="https://smrtr.io/t5K7_" target="_blank">https://smrtr.io/t5K7_</a>

Senior Legal Counsel

Lead Infrastructure Programmer- New York, NY- Lead tech direction, training, &amp; design for the firm's convex pricing models. Design, engr &amp; maintain compute cluster tooling for algo devs in C++ &amp; Python. Dev highly perf &amp; reliable monitoring frmwrks for a distrib compute cluster, integrating third party tools. Engr scalable data storage &amp; distrib sys to supp perf of adv stat analysis. Ensure that ntwk ops, data storage &amp; distrib server sys are maintained to max levels. Mentor jr. SW engrs &amp; lead a team of Core Devs in the dvlpmnt of highly prop apps &amp; SW sys. WFH permissible. Reqs: Master's degree (U.S. or foreign equiv) in Comp Sci, Electrical Engg, Comp Engg, or a closely rel quant field, plus 1 year of exp in the pos offered or as Core Dev or rel exp. All req'd exp must have included: Exp dvlping &amp; maintaining SW tools in C++ &amp; Python to monitor &amp; control a low-lat blended HW &amp; SW trading sys. Exp w/ trblshting sys in SW &amp; HW to resolve op issues. Exp producing testing harnesses &amp; processes in C++ &amp; Python. Employer will accept any amt of professional exp w/ the req'd skills. Salary Range: $185k-250k. To apply: pls email resume to <a href="mailto:HRTresumes@hudson-trading.com" target="_blank">HRTresumes@hudson-trading.com</a> &amp; ref code in subj line: JL210043.

Lead Infrastructure Programmer

Technical Product Manager- New York, NY- Eval internal user exp &amp; workflows to determine new tools &amp; imprvmnts to existing tools used to supp pred models &amp; our distrib pltfrms used for rsrching algo trading. Use Python &amp; Linux command line to prog &amp; debug tools used to supp dvlpmnt, rsrch &amp; trading. Gather &amp; eval data rel to internal tech reqs through automtd reportg, QA &amp; utilize this data to anticipate future tech needs &amp; monitor or track tech deliverables. Collab w/ Algo Devs &amp; Core Devs across our Algo, Trading Tech, Rsrch &amp; Dvlpmnt teams to set tech strat &amp; prioritize the dvlpmnt of tools &amp; sys used for algo trading. Est. tech direction, run testing &amp; trblshting &amp; allocate resources to our internal libs &amp; tools that Algo teams use to generate &amp; back-test strats in our distrib compute cluster. Lead strat planning for tech direction, design, &amp; dvlpmnt of critical SW tools &amp; resources for trad sys. Req's: Bachelor's degree (U.S. or foreign equivalent) in Comp Sci, Comp Engg, MIS, or a rel field, plus 18 months of exp in the pos offered or as Sr Technical Program Mgr, Technical Program Mgr, Sr Software Engineer, Software Engineer or rel exp. All req'd exp must have included: Exp managing SW projects &amp; issue-tracking using JIRA. Exp utilizing Python, Pandas, Airflow to engineer data pipelines, &amp; analyze data. Exp trblshtg SW &amp; HW systems &amp; resolving op issues, incldg invstgting complex distrib systems. Employer will accept any amt of prof exp w/ req'd skills. Salary Range: $185k-250k. To apply: pls email resume to HRTresumes@ hudson-trading.com &amp; ref code in subj line: AS142170.

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