Calypso Business Analyst (IT, Front Office Calypso, Development, Credi

Business Analyst (IT, Front Office Calypso, Development, Credit Derivatives, Fixed Income)

My Client is a Tier 1 Investment Bank in need of 2 Technical Business Analysts to support the Front Office Calypso system. Technical knowledge as well as banking product knowledge (Fixed Income, Credit Derivatives) is essential.

Key Experience:

- Knowledge of Java and XML technologies
- Knowledge of FO Calypso
- Credit Derivatives (or any other Derivatives/Fixed Income) business knowledge.  Examples are Synthetic/Cash CDO Options on Basket, CLN, Total Return Swap, ABS, Index Products.
- Experience with Derivatives product life cycle, eg price fixing, credit event, rate reset, option exercise.
- Experience with P&L process and break down, risk sensitivities, cash flow calculation fundamentals, and Derivatives market convention
- Extensive knowledge Calypso
- Good experience of developing Front Office trading applications, having worked on a number of full life cycle projects (trading, risk, valuation).
- Good experience of structured credit derivatives products, and financial certifications are highly desired
- Experience of relational databases, especially Sybase, with ability to use complex queries (eg outer joins) and write simple stored procedures.
- Familiar with Excel/VBA development using Excel add-ins (MS Access, ADO, etc.)

Please forward your CV for more information.