Senior Front Office Business Analyst - Interest Rate Products

  • £75,000 - £85,000 + Package + Bonus
  • London, England, United Kingdom
  • Permanent, Full time
  • Cloudstream Global
  • 14 Nov 17 2017-11-14

As a business analyst you will assist with design, implementation, documentation, and testing of MiFID II technology solutions. Applicants will have a strong understanding of Interest Rate Products and derivative pricing This is a visible and complex role that will require you as a business analyst to interface with Traders, Quants project teams, trading business management, finance, operations, risk management and front office staff regularly.

Senior Front Office Business Analyst – Derivative Pricing – Interest Rate Products – Valuations and Risk


Salary: £75,000 - £85,000 + Package + Bonus


London based investment bank requires a Senior Front office business analyst to join a dynamic front office Fixed Income technology desk.



You will have

  • Strong business analysis and problem-solving skills
  • Capital Markets background
  • Understanding of Interest rate products – IRD’s IRS, Swaps, Swaptions, Caps/Floors etc
  • Understanding of (PFE) calculations of Interest Rate Swaps for CVA/DVA calculation.
  • Good understanding of pricing models such as Black Scholes
  • Strong understanding of VAR
  • Strong communication, and attention to detail
  • Ability to work with competing demands
  • Knowledge of software development and/or front to back process transformation
  • Knowledge of a modern programming environment (java, .Net, functional programming or similar) would be advantageous



Required: BA/BS degree in Finance, Business Administration, Economics, Accounting, or related fields.