Description
Our client is looking to hire a Senior Functional Business Analyst with in-depth knowledge of Financial Markets & Credit Risk for the implementation of a CVA Front Office Trading solution for an international investment bank.
The role will require a strong financial markets background across a range of asset classes (IRD, Fixed Income, Commodities) and exposure to CVA (ideally to a pricing level).
Role Requirements
- Commercial experience of CVA trading & risk (ideally to a pricing level)
- Understanding of the of product customisation tasks that a CVA trader would undertake
- Detailed understanding of the management tools used by CVA desk to manage counterparty exposure
- Detailed understanding of exposure grids,.VA, funding, sensitivity analysis and PnL attribution required by a CVA desk
- Understanding of the data inputs required for counterparty credit risk calculations
- Understanding of the necessary reporting required by Risk and downstream teams
- Ability to articulate appropriate operating model between CVA desk and sales/trader teams
- Previous experience working within a multi-vendor implementation environment
- Excellent stakeholder management with previous experience facing off to multiple FO businesses
- Strong functional documentation and requirements gathering
- Excellent Front Office product knowledge (IRD, FX, Fixed Income, Commodities, Inflation)
- Desirable: Knowledge of vendor trading systems such as Murex or Calypso
If you feel you are a strong candidate for this position, please submit your CV along with an optional cover note.
As we receive such a high volume of applications every day, regretfully, we are only able to respond to successful candidates.