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Tier-1 bank and metro location increase competition, but seniority and niche static-data role limit applicant density.
Role requires capital markets and equity swaps domain knowledge, limiting cross-industry transferability.
Explicit 10+ years, sector-specific static/reference data experience and tool skills increase filtering rigor.
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Perform end-to-end static data setup and maintenance for clients, instruments, counterparties, and account structures supporting Equity Swaps.
Ensure accuracy and completeness of static data to support trade booking, lifecycle events, settlement, and reporting with control frameworks.
Investigate and resolve static data breaks, support onboarding, manage reference data changes, and contribute to automation and process improvements.
10+ years of experience in Financial Services operations, with significant exposure to Static Data, Reference Data, or Client Onboarding.
Graduate or above, preferably in Finance, Accounting, Economics, Commerce, or related discipline.
Shift Timings: 7pm to 4am IST; Location: Hyderabad with 4 days’ work from office.
Work Experience Required: 10+ years in relevant financial operations; familiarity with Equity Swaps lifecycle and related systems (NUVO, DUCO) preferred.
Strong operational knowledge of Equity Swap processes including trade lifecycle, exception management, and settlement.
Experience working in time-sensitive, control-driven operational environments supporting static/reference data for derivatives or financing products.
Demonstrated ability to analyze, investigate, and resolve data issues while driving automation and process standardization initiatives.