Allegro, ETRM, CTRM, Quality Assurance

Job Description

ETRM Expertise (Allegro & Integrations) End-to-end data flow analysis in Allegro, including trade capture, processing, and settlement. Integration of Allegro with external trading platforms like Trayport, Exxeta , and others. Reference data setup and design in Allegro (e.g., counterparty, instruments, pricing curves, settlement terms). Trade Lifecycle & Risk Management Functional knowledge of trade lifecycle , from execution to settlement. Understanding of trade valuations , mark-to-market (MTM) pricing, and risk calculations. Market data handling , including real-time and historical pricing, volatility, and curve management. PnL Reporting and reconciliation of financial positions. Experience with market reports used for regulatory and internal risk management. Testing & QA Processes Strong experience in functional and regression testing within ETRM environments. Execution of User Acceptance Testing (UAT) to validate system functionality. Ability to analyze Functional Requirements Documents (FRD) and Business Requirements Documents (BRD) to create test scenarios and cases. Knowledge of QA best practices and bug lifecycle management (defect tracking, triaging, resolution).