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Business Analyst - IT - 5

Akkodis
Toronto, CAN
Contract
Senior
2 days ago
Derivatives PricingP&L AnalysisVaRMtMIR SwapsFX Options
Free

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Derivatives PricingP&L AnalysisVaR
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Position Overview

  • Capital Markets Business Analyst IT 5
  • Location: Toronto ON
  • Job Type: Contract

Must Have Skills

  • 10+ years of experience as a business analyst.
  • Good understanding of derivatives pricing, P&L analysis, VaR, MtM; products include IR Swaps, FX options, IR options, Money Market.
  • Good understanding of derivatives trade lifecycle management.
  • 5+ years of experience with technology applications like Calypso, Murex, ION.
  • Recent working experience with DB SQL (Sybase or MSSQL preferred).

Nice To Have Skills

  • Knowledge of XVA & Riskwatch.

Soft Skills

  • Good verbal and written communication skills.
  • Ability to organize own work and lead workstreams.

Education & Certificates

  • STEM degree (Computer Science, Engineering, or Physical Sciences).
  • CFA qualification preferred.

Best vs. Average Candidate

  • Best candidate will have in depth knowledge on how PV for swaps/options are calculated.

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