IT Business Analyst - Pricing Library (contract)

  • GBP600 - GBP800 per day
  • London, England, United Kingdom
  • Contract, Full time
  • McGregor Boyall
  • 13 Sep 16

A contract opportunity has arisen for an experienced Front Office Technical Business Analyst who has experience of Yield Curve Construction and working on Pricing Libraries to join a leading Investment Bank in the City of London. You will join the technology group, focusing on the build out of a pricing library for the bank.

A contract opportunity has arisen for an experienced Front Office Technical Business Analyst who has experience of Yield Curve Construction and working on Pricing Libraries to join a leading Investment Bank in the City of London. This is also a technical role, so prior programming/development experience would be high advantageous.

You will join the technology group, focusing on the build out of a pricing library for the bank.

The project aims at leveraging the existing Market Data Store to build a bank wide, Trade Data Server, using FpML based trade description format, improved interfaces to all pricing applications and a new technology stack (Hadoop) to scale to a much larger set of consumers and use cases, in order to meet MifiD2 post trade requirements

Key responsibilities of the Business Analyst will include:

  • Involved with requirement changes to ensure the IT lands well, sticks and adds to the baseline benefits realisation
  • Produces a well-defined specifications, undertaking gap analysis and liaising with a number of stakeholders within the business
  • Ensures the baselined scope, requirements, benefits, schedule and budget are delivered by the project; identifies and intervenes where there is slippage and variance from plan
  • Collaborates and builds positive stakeholder and business partner relationships providing regular updates to resolve high priority issues affecting the project
  • Develops and/or reviews estimates and estimating assumptions for the project's schedule, effort, best practices, and past experience

If you have the following skills/experience and are interested in this position please apply -

Essential

  • Previous IT Business Analysis experience
  • Extensive derivatives knowledge (FX, Rates, Credit (both structured and flow))
  • Front Office IT experience - Pricing Library experience, Yield Curve Construction
  • Previous Investment Banking experience
  • IT grounding. Ideally, previous programming/development experience

Desirable

  • CFA qualification

McGregor Boyall is an equal opportunity employer and do not discriminate based on race, religion, gender, age, sexuality, gender identification, or physical ability.