Business Analyst - FX Options - Contract

  • GBP600 - GBP700 per day
  • London, England, United Kingdom
  • Contract, Full time
  • Cititec
  • 04 Dec 17 2017-12-04

Working within the IT Pricing & Analytics team the role takes leadership on new business functionality analysis and documentation primarily on FX. The role involves managing the lifecycle of new releases and features into production. Working in close collaboration with trading, structuring, risk management and Quantitative Research teams as well other IT stakeholders the individual is involved in all aspects of the project lifecycle.

Assignment context

Working within the IT Pricing & Analytics team the role takes leadership on new business functionality analysis and documentation primarily on FX. The role involves managing the lifecycle of new releases and features into production. Working in close collaboration with trading, structuring, risk management and Quantitative Research teams as well other IT stakeholders the individual is involved in all aspects of the project lifecycle helping developers understand and work through the requirements as well as planning the tasks to be scheduled in the next release or Sprint, using agile concepts where possible.

The role requires a certain level of coordination of tasks within the project delivery lifecycle which includes testing of new features in coordination with the offshore QA team. There is an element of project management and planning of scheduled deliveries which involves attending meetings to communicate contents and risks associated with releases and helping prioritise key deliverables for the business. Attending scheduled meetings with business stakeholders to review planning and milestone progress.

As an expert in their functional domain the Business Analyst will also be expected to troubleshoot through complex Support queries as 3rd line support.

The individual must have a proven track record in a similar Business Analysis roles and Project Deliveries on complex products and risk management platform. Key skills:

  • Detailed knowledge of FX Derivatives and Interest Rate derivatives
  • Numerical background with Excel modelling skills and prototype spreadsheets for users
  • Strong knowledge of Risk Management systems
  • Ability to review stored procedures and experience in troubleshooting using SQL and log files
  • Experience coordinating release cycles with developers, QA testers and Offshore teams
  • Strong independence, a self-starter and energetic individual.
  • Project Management and Planning delivery skills

Business want to move Traders from 3rd party legacy system into the in-house FX Risk Engine platform written in C# and WPF front end.

The project focuses on risk management / real-time position keeping Spot/ladder front office features.

The work will focus on writing new functionality (screens/ and risk compute/scenario features) in Risk Engine to cover all trading risk management needs that are currently being performed out of legacy simulation screens.

Will require server side and front end development work - implementing new features for the business

- Ability to run Spot/Vol scenarios

- Ability to view risk indicators (greeks) at the new scenario levels

- Ability to explain PnL at scenario

- Ability to roll date forward to view portfolio decay / evolution