Business Analyst with Interest Rate Derivatives

Description

Strong understanding of Interest Rate and FX derivatives (trade capture and valuations) and trade order management workflows, ideally Interest Rate Swaps, Cross Currency Swaps, Index Swaps, and derivatives with optionality. Groundlevel experience with financial data (ideally, curves/spreads/exchange rates, but could be anything, even equity quotes) Experience with Front Arena Exposure to curve building Exposure to vendor packages (SunGard Front Arena) Ability to research fixed income instruments in Bloomberg Exposure to FINCAD XL Exposure to QuantLib Ability to write simple VBA scripts Ability to support systems conversion, quality analysis and investigation (knowledge of SQL would be helpful); Groundlevel experience desired; Willingness to churn through many trades/security masters and proactively troubleshoot trade issues Experience with market data issues present in trading systems Experience with market data cleaning, creation of cleaning processes (manual and automated) Experience in creating Business requirements, functional specifications and writing and executing test scenarios and plans (ideally for Fixed Income products or a financial product of decent complexity (e.g., options, FX, etc.)) Ability to execute test plans (both handson or directing a small team) Ability to create complex but scalable, reusable, transparent excelbased tools as proofofconcepts and test tools