My banking client is looking for a Front Office Senior Business Analyst to support my clients transition as they move from the planning stage to the implementation stage supporting the Trading teams through the transition process. Main responsibilities will be to review client exposures, propose repackaging strategies and ultimately recommend a Risk Free Rate transition price to clients.
- 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
- Experience pricing linear and/or non linear Fixed Income products including Interest Rate Swaps, Cross Currency Swaps, Structured Notes and Swaptions/Cap/Floors
- An excellent working knowledge of the LIBOR transition and understanding of the industry proposed fallback rates and calculations
- Extensive FO experience with trading desks
Eames Consulting is acting as an Employment Business in relation to this vacancy.