Senior Front Office Business Analyst - Interest Rate Products
- £75,000 - £85,000 + Package + Bonus
- London, England, United Kingdom
- Permanent, Full time
- Cloudstream Global
- 20 Nov 17 2017-11-20
As a business analyst you will assist with design, implementation, documentation, and testing of MiFID II technology solutions. Applicants will have a strong understanding of Interest Rate Products and derivative pricing This is a visible and complex role that will require you as a business analyst to interface with Traders, Quants project teams, trading business management, finance, operations, risk management and front office staff regularly.
Senior Front Office Business Analyst – Derivative Pricing – Interest Rate Products – Valuations and Risk
Salary: £75,000 - £85,000 + Package + Bonus
London based investment bank requires a Senior Front office business analyst to join a dynamic front office Fixed Income technology desk.
You will have
- Strong business analysis and problem-solving skills
- Capital Markets background
- Understanding of Interest rate products – IRD’s IRS, Swaps, Swaptions, Caps/Floors etc
- Understanding of (PFE) calculations of Interest Rate Swaps for CVA/DVA calculation.
- Good understanding of pricing models such as Black Scholes
- Strong understanding of VAR
- Strong communication, and attention to detail
- Ability to work with competing demands
- Knowledge of software development and/or front to back process transformation
- Knowledge of a modern programming environment (java, .Net, functional programming or similar) would be advantageous
Required: BA/BS degree in Finance, Business Administration, Economics, Accounting, or related fields.