Rokos Capital Management
Mayfair, London
Market rate
11 Sep 2017
11 Oct 2017
Contract Type
Full Time


Location: Mayfair, London

Salary: market rate

Context: The fund's portfolio is invested in a broad range of instruments (futures, cash and derivatives products across primarily rates and FX).  As the firm expands into further asset classes this range will expand into more data- and process-intensive products. The new hire will be required to ensure the firm maintains ‘best-in-class' static data and governance procedures.

The hire will:

  • Be responsible for the master data setup for all the stakeholders in the firm. This will cover:
  • Instrument-related / reference static data (e.g. equity, exchange-traded derivative contracts)
  • Counterparty setup
  • Internal trading book setup
  • Other key operational static (e.g. holiday calendars, withholding tax rates, commission rates, dividend streams)
  • Work with key stakeholders across the business to create, and maintain, single reference sources for each data type
  • Investigate static requirements for new products
  • Establish clear hierarchies for sourcing reference data, with appropriate articulation of the costs of doing so
  • Work with the market data specialist to ensure a co-ordinated response to licensing challenges where overlap demands it
  • Identify static data weaknesses and work to resolve on a tactical and strategic basis
  • Keep abreast of product trends and alternative approaches, providing recommendations for the firm in relation to static data
  • Anticipate evolving regulatory trends and the impact these have on static data, preparing enhancements for prioritisation
  • Adapt to a changing environment and assist Operations in areas such as asset servicing, documentation and reconciliation/control

The person must have:

  • Masters degree in a finance related discipline
  • Minimum of 4 years relevant experience in financial services static data administration
  • An excellent understanding of at least one of the following asset classes, and have had some exposure to at least one other:  Rates, FX, Equities
  • Direct experience using quantitative valuation models, and familiarity with the inputs and functions of such models
  • Solid understanding of ‘best-practice' data governance, distribution and quality management principles
  • Demonstrable experience of interaction with technology partners to achieve deliverables
  • Customer orientation; anticipating the needs of internal customers (Front Office, Middle Office, Risk and Market Data) and working with them to prioritise competing requests
  • Advanced excel skills (Pivots, Vlookup, Index Match etc.)
  • Familiarity with Bloomberg's products and services, including integration with Excel
  • Familiarity with an Enterprise Data Management system such as Golden Source, PolarLake, Markit EDM etc. or a standalone Security/Product Master
  • Experience with VBA

The person may have:

  • Experience within the asset management industry specifically
  • Experience with the Equities asset class, particularly on reflection of corporate action events and asset servicing
  • Exposure with Calypso would be useful but not essential
  • Experience with macros would be a plus

The person will demonstrate:

  • Curiosity and an eye for detail that does not let inconsistent data pass without challenge
  • High integrity and humility
  • Good organisation and planning skills
  • Good documentation skills, including writing policies and procedures and in analysing and presenting data 
  • Must be a self-starter, pro-active and able to work with a minimum of supervision
  • A willingness to adapt and learn additional functions
  • Demonstrated drive for excellence, to include minimum 2i from Russell Group university or international equivalent

Closing date: 11 October 2017


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