Business Analyst - SUMMIT (freelance)

London, UK

£ Market Rate

This is a freelance position for 3-6 month contract.

Business Analyst - strong IRD - interest rate derivatives essential with FO valuation, P&L and risk

FO BA with Valuation/PnL/Risk background - IRD

Role: FO BA with Valuation/PnL/Risk background for IRD (IRS, XCCY, FRA) products to support  EM FO IT FO (Murex 3.1.25) to FO (Summit 3.7) migration

Responsibilities

Understanding the analytics libraries and identifying the best way to standardise risks and valuations across two derivatives risk management using the analytics available.

Lead valuation linked analysis activities of the migration and discussing/agreeing with the Quants and the desk on valuation differences, if any.

Understanding the analytics library and identifying the platform/pricing environment changes required to line up valuations

Skill set

Strong knowledge of IRD pricing, risk management, valuations and analysis

Hands on knowledge of analytics libraries and how they integrate with Risk systems

Experience in the analysis, support and enhancement of a derivatives risk management system, specifically Summit 3.7 and Murex 3.1 (nice to have)

Trading Reconciliation tools and methods

 

Business Analyst - strong IRD - interest rate derivatives essential with FO valuation, P&L and risk

 

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