Quant Business Analyst


Full Time


    • sql
    • risk
    • credit
    • agile

    Job Description

    Business Analyst for risk-based cross-margin analytics for cleared SNCDS - CDX to support sovereign CDS.

    Strong analytical ability, independent problem solving, and good communication skill
    Knowledge of capital markets, familiarity with risk and/or margin processes
    Knowledge of SQL

    Financial products skill
    High level knowledge about structure, sensitivities and usage in market about basic financial products
    Interest rate : Treasury futures, Interest rate futures/options, Interest rate swaps, swaptions
    Credit : Credit default swap/index
    Equity : Equity /index/future options, swaps, ETF products
    Fx : Fx options, futures
    knowledge about market data for the above eg
    Credit spread curve
    Yield curve
    CDS Index information etc.

    CFA , FRM, PRMIA or other related risk management specific certification
    Experience of front and middle office analytical applications is desired
    Knowledge of Prime Brokerage, financing business, margin process and risk management methodology is a plus.
    Exposure to real time systems, high-volume mission critical straight-through processing systems and pricing and risk engines is desired
    Experience in object oriented systems; distributed computing and service oriented system design; understanding of the concepts of system technologies and topology is desired.