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Sep 28, 2009

* REQ: Sr. Business Analyst with Interest Rate Derivatives in New York, NY

Dear Associates,

We have an urgent requirement for Sr. Business Analyst with Interest Rate Derivatives in New York, NY. Please submit only suitable resumes along with Consultant�s contact info ASAP.

 

Job Title: Sr. Business Analyst with Interest Rate Derivatives

Location: New York, NY

Duration: 6+ Months

Rate: $Open

Interview: Phone + F2F

Description:

       Senior Business Analyst with in-depth knowledge of Interest Rate Derivatives and FX OTC derivatives, specifically, understanding deal structure, understanding valuations/analytics, trade flow, inter-system integrations and market data.

       Individual will need to capture requirements, serve as a valuations Subject Matter Expert (SME), write functional specifications, test and implement data sourcing and cleaning enhancements for an in-house trading system.

       Individual will be supporting both day-to-day activities (troubleshooting trade entry issues, trade modeling issues, performing root cause analysis for cash flow and price issues) as well as strategic initiatives (determining how to value new exotic deals.)

Must Have Skills

       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.

       Ground-level 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); Ground-level 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 hands-on or directing a small team)
       Ability to create complex but scalable, reusable, transparent excel-based tools as proof-of-concepts and test tools

 

Regards,
Santhosh
InTelikore Corporation

Phone: 443-458-7283

Santhosh@InTelikore.com

www.InTelikore.com


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