Senior BA – MTM & Derivative Product Trading Application

Posted via LinkedIn Recruiter (not a company profile)

Posted 2 weeks ago

Apply Now

Resume Score

Check how well your resume matches this job before you apply.

Sign in to check score

About the role

  • Senior BA for MTM/P&L Attribution Project in global equity derivatives. Focus on testing, validation, and business analysis for derivatives P&L.

Responsibilities

  • Support a high-visibility MTM / P&L Attribution Project within the global equity derivatives business line. Focus on testing, validation, and business analysis for a derivatives P&L attribution initiative, including daily P&L calculations across key market risk factors such as Dividends, Borrow Rates, Volatility, and Interest Rates.

Requirements

  • 10+ years as a Business Analyst; 5+ years with derivative product trading applications; experience with trade capture and pricing model integration; strong understanding of derivative trade lifecycle events (Amend, Unwind, Rate Reset, Fixing Process, Realized Cashflows); market data experience used to price derivative instruments; 2+ years with RiskWatch pricing engine; strong documentation, workflow mapping, and stakeholder communication skills. Nice to have: Equity Options, Interest Rate Swaps, Cap/Floor, Inflation Asset Swaps; Unix scripting, Python scripting, PL/SQL; automated testing experience; CFA or FRM.

Job type

Contractor

Experience level

Senior

Salary

$95/hr

Degree requirement

No Education Requirement

Tech skills

RiskWatchUnix scriptingPython scriptingPL/SQL

Location requirements

Linkedin Recruiter PostTorontoOntario Toronto

Report this job

Found something wrong with the page? Please let us know by submitting a report below.