A top tier bank is looking for an experienced Derivatives Securities Business Analyst to assist us on what will initially be a 6-month long contract assignment.
The principal responsibility of the Business Analyst is to lead and execute analysis activity for one or more streams in the LIBOR programmes. It is highly probable that the Business Analyst will work on multiple projects simultaneously for the programme as it is split into 3 phases. The Business Analyst should have detailed fixed income knowledge to assist with the impact analysis, ongoing requirements and test coordination (of the discontinuation of Libor / the introduction of the new ARFRs) on Market Operations Systems and Processes
- Strong understanding of Interest Rate Derivatives/ securities. In particular of reference indexes/benchmarks and associated pricing and risk.
- Proven experience working either in a Fixed Income Middle Office line role or delivering change for a Fixed Income Middle Office.
- Communicating with and gathering requirements directly from the Front Office.
- Planning and management of trade/risk migrations.
- Using/delivering change to Fixed Income Trading Systems.
- Setting up new Fixed Income products / getting product approval.
- Experience interacting with industry platforms such as Markitwire, Bloomberg and TradeWeb.
- Understanding of the front to back flow for Fixed Income Derivatives/ securities.
- Understanding of contractual requirements for Fixed Income products
- Experience of Murex, Calypso or Summit from an Interest Rate Derivative perspective.
Eames Consulting is acting as an Employment Business in relation to this vacancy.