Customer Journey Expert

Role Overview

The CJE is a highly specialized, permanent role responsible for driving critical, high-impact strategic business solution delivery and implementing the future operating model across the bank's Interest Rate Derivatives book. This role requires the proven execution capability and deep, practitioner-level knowledge acquired from 20+ years of Interest Rate Swaps trading. The successful candidate acts as the definitive Market Subject Matter Expert (SME), applying deep technical and market expertise to structure and deliver solutions that fulfill defined Front Office and management mandates.

Key Responsibilities

The primary responsibilities demand direct application of execution expertise, technical derivatives knowledge, and cross-functional leadership, with a strong focus on current strategic projects:

• Real-Time Position Management Functional Lead: Serve as the definitive Front Office representative for the new real-time Risk and P&L system implementation. Provide continuous feedback and technical expertise on pricing accuracy, risk methodology, and overall system functionality to ensure the platform meets the precise requirements and workflow needs of the trading desk.

• Strategic Mandate Delivery and Solution Structuring: Act as the definitive Market Subject Matter Expert (SME), taking defined strategic business requirements (e.g., new client mandates, expanded product capabilities, risk reduction goals) and structuring the comprehensive operational, risk, and technical framework required for their successful delivery.

• New Product Onboarding Leadership: Act as the lead Front Office representative for the onboarding and integration of new vanilla and complex rates products (e.g., within Summit or equivalent systems). This involves defining business requirements and securing mandate sign-off across IT, Quants, Legal, and Back Office teams, ensuring a smooth transition to market.

• Pricing Integrity & Governance Collaboration: Provide senior Front Office guidance and technical expertise to Quants and Risk teams on pricing integrity. Championed and delivered technical improvements, such as the creation of new yield curves, by collaborating to secure buy-in across technical and control functions.

• Technical Risk Analysis: Serve as an authority on the technical risk and P&L implications of linear rates derivatives portfolio actions. Ensure execution strategies align perfectly with the bank's internal risk models and regulatory capital requirements (e.g., VaR, RWA).

• Portfolio Optimization and Risk Mitigation (Foundational Expertise): Leverage proven experience in large-scale portfolio restructuring, including the optimal repapering and compression of tens of thousands of global derivatives trades, using overlay hedging strategies to dynamically minimize market risk, with this historical knowledge informing all current strategic decisions.

Required Skills and Experience

Professional Domain Expertise

• IR Swaps Trading (desired):  trading or portfolio management experience in Interest Rate Derivatives at a major financial institution.

• Comprehensive Market & Product Expertise: Requires strong knowledge of the mechanics, valuation methodologies, and execution workflows for the full suite of Interest Rate Derivatives products, including swaps, options, futures, and their respective clearing/regulatory frameworks.

• Market Acumen & Technical Pricing Application: Expert, hands-on knowledge of IRS pricing, valuation, and risk decomposition (e.g., Greeks, DV01). Ability to interpret and structure commercial requirements into deliverable technical and operational solutions.

• System Implementation (Front-to-Back): Proven experience as the key business lead in defining and testing the functional requirements of core trading, risk, or P&L systems (e.g., Summit, Murex).

• Execution Excellence: Proven ability to manage and execute large, complex, and potentially illiquid market transactions under tight risk constraints.

Core Competencies

• Strategic Acumen & Delivery: Proven ability to translate complex strategic business or technical initiatives into executable, structured delivery plans that achieve mandated P&L or capital benefits.

• Negotiation and Influence: Demonstrated success in leading high-stakes negotiations and achieving technical and political alignment among diverse senior stakeholders (Trading, Risk, Quants, IT, Legal and compliance).

• Problem Structuring: Exceptional analytical ability to dissect large-scale data and risk dependencies to structure optimal execution plans.

Qualifications

• Degree in Finance, Economics, or a quantitative field.

• Direct career experience as a senior Interest Rate Derivatives Trader (desired).

• Fluency in English is essential.