Description
Risk/PnL/Pricing - IT Business Analyst - Investment Bank
A top tier investment bank are undertaking a strategic programme to improve their risk/pnl calculation capability across a number of asset classes within and have a fantastic opportunity for a technical business analyst to work on core risk/pnl calculation improvement projects.
As a business analyst you will work within a core risk technology team, interfacing with Front Office including traders and quants as well as valuations, regulatory and risk teams, in order to build new analytical calculation capabilities, new risk/pnl measures, support for new asset classes, product types and trade sources as well as implementing additional risk/pnl reporting views.
You should apply for this role if you have:
- 5+ years technical/functional analysis experience in an investment bank
- Track record within the pricing/risk space including the greeks
- Preference for knowledge of rates and credit products, including derivatives/swaps
- Technical skills with analytics libraries, preferably an ex-software developer
- Excellent communication and stakeholder management skills
- Degree educated or higher from a leading academic institution
This is an initial six month contract compensated at £600-£650/day + bonus + benefits.