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Sr. Business Analyst, Derivatives
- Capital Markets Technology
About Our Client
Leading Financial Services Institution.
- You will work on a cross asset risk and trade management platform that is in the process of being built and rolled out globally to all trading desks and related downstream teams within the banks wholesale markets division.
- The system is a front to back trading system that comprises of risk and PnL tools use by Trading, Risk and Middle Office and a set of trade lifecycle services.
- You will work on migrating businesses from legacy platforms onto the new strategic cross asset platform
- Introducing new function to the system including interfacing with external trade platforms (i.e. MarkItWire), interfacing with other internal systems to provide an aggregate view of real time risk, introducing new products onto the platform
- Defining interfaces with downstream users
The Successful Applicant
- Derivative Product Knowledge: Equities, Commodities, Rates, FX
- Product coverage ideally will span both linear products such as swaps, forwards as well as option products including more complex exotic derivatives.
- Understanding of financial risk management including greeks (Delta/Gamma/Vega/Theta)
- Background understanding of end to end lifecycle of financial products
- Knowledge of SQL is required
- Have excellent Excel skills including the ability to write VBA macros
What's on Offer
A Competitive Package.