Job: Business Analyst (FX, FI, Commodities)

The candidate should have knowledge about Market Data and pricing of the related derivatives, risk models and how they are implemented in Murex
Should be able to check consistency between input market data and numbers produced by Murex and be able to challenge implementation aspects of all these models.
In addition to Murex knowledge, the candidate should be able to check the database underlying Murex and monitor/replicate all intermediate steps leading to the final result.

Business Experience

Financial Markets Products: Fixed Income, FX & Interest Rates, FXD & IRD, Commodities.
Risk Management: Market Risk methodologies, including VaR, Stress VaR
In depth knowledge of IR/FX volatilities, zero rate set-up and ideally Commodities.

Required skills:

• Min 5 years experience as an IT BA or in Front Office IT.
• The role is in the front office and sits in their sales and trading team
• Working with critical applications – one is to ensure the traders have the tool to manager their risks and their positions, understanding products for each desk,
• Rates, credits FX and understanding of derivates is important – ideal if someone understands these products and purpose for the desk.
• They want someone able to communicate with the team + business, discuss issues they’re facing and link between traders.
• Ideally understand Pnl and risk measures)

Nice to have

• Detailed knowledge and several years support experience with Charles River system is essential
• Knowledge and experience with Bloomberg AIM

Technical
IT architecture and methodologies within Market Risk.