Business Analyst – Interest Rates – Emerging Markets
An AVP Level Business Analyst with knowledge of Interest Rate Derivatives is required for an opportunity to join a leading Investment Bank.
The main focus of the role is to provide analysis and modelling of Credit Support Annex (CSA) arrangements and the derived collateral-aware valuation and risk, PL and PL attribution. This is a hands on role for a strong Fixed Income Rates Business Analyst, with a technical background or foundation.
The ideal candidate will have the following skills:
- A strong understanding of Interest Rate derivatives products, their lifecycle and the associated business controls across an Investment Bank infrastructure.
- Ability to interact with stakeholders discussing broad ideas, upcoming requirements and specific risk and pricing issues in detail.
- Capability to build strong relationships with the users: Front Office, Market Risk and Product Control.
Any experience of the following would also be a huge advantage:
- Knowledge of CSA / Collateral aware pricing is preferred, but is not essential.
- Advanced Excel (including VBA) and technical development background.
- Intermediate knowledge of SQL and experience of data mining in relational and OLAP databases.
- Experience with data visualization tools like TIBCO Spotfire.
For more details contact Natalie at Cititec.
Leave a Reply
You must be logged in to post a comment.