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Job Overview

IBOR BA

Location: London, England Salary: £450 - £500 per day
Type: Contract Contact: James Rogers
Posted: 5 months ago

My Consulting client is looking for a Senior Business Analyst to support Trading desks to review client exposures, propose repackaging strategies and ultimately recommend a Risk Free Rate transition price to clients.

Responsibilities;

  • Identifying all required client LIBOR exposures per client transition requests
  • Analysing the LIBOR portfolios and proposing strategies to help clients move their portfolios to alternative risk free rates
  • Understanding the regulatory and legal landscape for impacted products and reference rates to advise best pricing options
  • Ensuring all client IBOR transition price requests are answered promptly within agreed SLAs
  • Responsible for liaising with Sales, Trading and Operations to ensure client portfolios are transitioned in an optimal capacity

You will have

  • Experience pricing linear and/or non linear Fixed Income products including Interest Rate Swaps, Cross Currency Swaps, etc
  • An excellent working knowledge of the LIBOR transition and understanding of the industry proposed fallback rates and calculations
  • Confident user of MS Excel to VBA level to set up pricing sheets and analyse customer data sets

Eames Consulting is acting as an Employment Business in relation to this vacancy.