*Please note this contract will be through an Umbrella Company*
Our client, a global bank with a central role in the world’s financial markets and is currently undergoing a major expansion of its markets business. This role, and the team, are critical for the buildout of this organization and its risk management capabilities.
Our client is looking to expand their technology analytics capabilities across Rates and FX with an initial focus on curve analytics (Focus on Short Term Rates and FX), and later to expand capabilities in market and counterparty risk measures.
This is a senior technical BA role, working directly with senior traders and risk managers, as well as quant analysts within the firm and outside specialist partners.
The role does not require mathematical modelling, however a strong technical understanding of curve construction, curve risk (including basis risk), and pricing models is required. The candidate would typically have gained this experience by working closely in a quant dev role with a trading desk, desk risk managers, or within a model ownership/validation capacity.
This BA role requires hands on coding skills in Python and Excel, as well as working with in-house and external quant libraries.
This role is part of a global team with locations in the US, UK, and India.
Required Skills and Experience:
- Strong understanding of current market practices in Rates and FX.
- Sense of ownership in end-to-end project deliverables.
- Python and Excel scripting. Strong experience in working with large data sets.
- Ability to articulate complex business and technical topics in concise and efficient way, suitable for a senior audience.
- Experience with internal model validation group.
- Strong problem-solving skills and ability to apply technology solutions to business needs.
- Strong communication skills, collaborative working style and ability to work in a matrix management environment, providing thought leadership in a global team.
This is a great opportunity to join a global team and work on some of their key projects.
Cornwallis Elt is an Employment Agency & Employment Business and has been listed 3 times in The Sunday Times Virgin Fast Track 100 of the UK`s fastest growing private companies, as well as in the Recruitment International Top 250, Top 50 in IT and the Recruiter Fast 50 & Hot 100 reports.