Senior Analyst mandatory experience working with Quants e-trading
Senior Analyst mandatory experience working with Quants e-trading
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Job Description
Our banking client is about to start a major overhaul of its core fixed income & derivatives pricing risk and analytics ecosystem delivered by the Quants. This currently consists of:
core pricing and analytics libraries exposed as an Excel addin
systems using these libraries such as standard interest rate curve generation and publication risk bucket and portfolio risk analysis pricing of swaps lists salestrader voicetrading workflows integrated with pricing tools and various other smaller applications.
These are mainly Excelbased and run by traders on their desktops and adhoc services within a backend framework using older technologies.
The client has now reached a stage where to meet its new challenging business targets what is now needed is:
the whole ecosystem to be brought inside a formalized IT infrastructure
using modern cloudbased services at the back end with Openfinbased front ends to deliver the main applications to the traders and sales
improving and modernizing the API interface to the core libraries and other services
retaining the Excel interface to the new core libraries to retain that flexibility and to allow prototyping
improving speed scalability security and supportability of the whole platform by the IT function
Role Description
They are looking for a Senior Analyst experienced in working with trading floor Quants in the fixed income and credit derivatives space with some overlap with FX. Ideally this person has played a major role in performing similar overhauls at other investment banks.
The role of the Business Analyst will be critical to ensure full definition visibility and understanding of the requirements across all stakeholders and to communicate the detail of the requirements to the technical teams and architectural lead to ensure delivery of a highquality solution.
The Business Analyst will also perform project management functions; tracking and communicating progress to stakeholders senior management and to the Rates/Credit Program Manager.
The client uses the Agile methodology so the Business Analyst will be responsible for maintaining the Epics and User Stories consistent with a Roadmap and for building out the content of the User Stories for consumption by the development and testing / QA teams.
Qualifications :
Essential Skills / Experience
Experience in working with Quants (or similar who typically build core pricing and analytics libraries for Fixed Income Bonds Swaps Credit Derivatives and FX) and knowledge of such libraries and functions.
Technical knowledge at highlevel; while the candidate will not be required to define the details of the solution they need to have good grasp of technical matters and to work closely with the technical team in the context of a high performance lower latency scalable modern cloudbased architecture.
Experience in requirements definition and requirements gathering and working with endusers technical teams and other stakeholders in a formal structured IT project environment.
Exposure to Agile requirements gathering and scrum / sprint cadences.
Project management tracking and communication to stakeholders and senior management.
Senior experienced easy to work with diplomatic and collaborative.
Desirable (but not essential)
A major consideration is has this person already played a major role in performing similar overhauls as described above at other investment banks
Qualities
Excellent analytical and problemsolving skills
Strong written and verbal communication skills in English
The ability to learn quickly and absorb new information
Energetic motivated and determined
Pragmatic and resultsoriented
Productive and able to manage time effectively.
Qualifications Required
Bachelors degree in computer science Information technology or a related field or substantial practical experience of software delivery at an advanced level.
Additional Information :
- Permanent fulltime contract
- Training and career development
- Benefits and perks such as private medical insurance lunch pass card MultiSport Plus card
- Possibility to be part of a multicultural team and work on international projects
- Hybrid position based in Warsaw Poland
- Possibility to manage work permits
Remote Work :
No
Employment Type :
Fulltime
Employment Type
Full-time
