Business Analyst - Credit Derivatives - Risk, VBA, Perl, Python

A leading investment bank has a great opportunity for a highly analytical Front Office Business Analyst to join their Credit IT Front Office technology group. This is a very important role where you will be the key person responsible for delivering an enhanced risk reporting solution to the banks CDS trading desks.

Your role will involve daily interaction with Credit Default Swap traders to determine what type of inter and intra-day risk reporting and metrics they require. You will then prototype these requirements through the use of functional development and Scripting tools and when successful produce clear functional requirements for the development teams in order to integrate the new risk solution into the strategic Credit Derivatives trading platform.

This is a high profile, trader facing role that will suit an individual with strong technical and quantitative skills who enjoys being given freedom to develop and prototype solutions within a quick timeframe. You will have plenty of experience as an analyst in the Front Office of a derivatives trading environment and exhibit strong knowledge of Fixed Income products from risk and pricing perspective. Specific knowledge of Front Office risk management and the Greeks is essential.

You will have strong skills in rapid solution prototyping using SQL databases along with Scripting languages such as VBA, Perl, Python. You will be very adept at extracting specific requirements from traders and be able to communicate succinctly between the business and development managers. An appreciation of QA process and support is also expected. Experience with functional programming languages such as Haskell, Scala and/or C++ will be beneficial.

This is an excellent opportunity for a highly analytical, technical Front Office business analyst with strong knowledge of Fixed Income Derivatives pricing and risk to take up a key role on a major investment banks Credit Derivatives trading desk.