Typical Day in Role:
• Work collaboratively with our in-house Financial Engineering team to integrate their latest novel pricer into our in-house derivatives trading application.
• Work with development on building out our new internally developed test harness to help automate regression tests.
• Design and build/improve new/existing processes.
• Co-ordinate with local (Toronto) development teams to ensure work is delivered on time.
• Provide reporting to management on progress, raise concerns and suggest improvements to existing processes.
• Leading the efforts from Toronto office and will be responsible for their own work and certain element of creative control over the solution.
Candidate Requirements/Must Have Skills:
1) 10+ years of experience as a business analyst
2) Good understanding and knowledge of derivatives, in particular financial aspects such as derivatives pricing, P&L analysis, VaR. MtM. Products include IR Swaps, FX options (FXO), IR options (Cap/floor), Money Market tickets
3) Good understanding of derivatives trade lifecycle management including trade reconciliation, fixing and confirmations/settlements.
4) 5+ years of experience working with technology applications that supported derivatives trade lifecycle processes, including both in-house and vendor solutions (e.g. Calypso, Murex, ION).
5) Recent working experience with DB SQL (Sybase or MSSQL preferred)
Nice-To-Have Skills:
• Knowledge of XVA & Riskwatch
Education & Certificates:
STEM degree (e.g. Computer Science, Engineering, or Physical Sciences degree),
Candidates qualified in CFA would be preferred.