Business Analyst N151

We are currently looking for a Business Analyst with strong equities derivatives background. Be responsible for business analysis, requirements capture, support and testing towards development of a large scale, distributed pricing and risk management framework for Equity Structured Products business. Core Competencies Must possess 7+ years of industry experience in business analysis, at least 5 of which should be in the Capital Markets industry dealing in derivatives, risk management and/or related technologies. Sound understanding or exposure to equity derivatives pricing, exotic options, structuring, greeks and risk management, VAR, PnL attribution, is necessary. Professional certification in relevant areas of finance such as option pricing theory or risk analytics is a strong plus. Ideal candidate would have CFA or FRM certifications or formal education in Financial Engineering. Prior risk analytics technology exposure e.g. with systems such as Sophis, Murex, Infinity or in-house systems is a plus. Knowledge of data vendors/tools such as Bloomberg, Reuters, iVolatility, and understanding of their data is desirable. Technology familiarity would be a plus - Unix, C++, distributed computing, DataSynapse, Coherence, Sybase. Must be able to communicate effectively with quants and risk managers and translate their requirements into system design specifications. Must have at least a Bachelors degree in finance, engineering, science, or math. Primary Objectives Enterprise Risk Technology group is embarking on an ambitious project for building a cutting edge risk scenario and valuation framework for Equity Structured Products business line. The ESP business trades exotic, computationally intensive financial instruments and operates from multiple locations across the globe. Candidates should have at least basic understanding of structured equity derivatives products such as barrier options, Himalayan options, reverse convertible notes, and auto-callable structures, etc. Other than the product complexity itself, there are numerous other challenges in architecting this platform as well maintainability, scalability and expandability, cross-platform compatibility, job distribution and data/cache management at multiple locations and time zones, managing change in the underlying model code, etc. to name a few. The focus of the business analyst role is to drive this project from concept to production, educate the rest of the players, crystallize and document the project requirements precisely, provide ongoing support and guidance as a point-person, and help with testing the system under development. Core Behaviors Self-managed and result-oriented with sense of ownership Excellent oral and written communication skills Organizational skills needed to handle multiple, parallel assignments and ability to prioritize them effectively Effective in a team setting as well as in individual capacity Hardworking, dedicated and responsible Excellent oral and written communication skills, must be well organized in order to handle multiple assignments Able to interact and collaborate with business users and technology groups across various locations. This position is located in NYC and is at least 4-6 months in duration. Interested candidates please reply to tmarkle@comsys.com.

Please refer to job code 10488959 when responding to this ad.

Category:	Information Technology
	> Business Process Analysis
Location:	New York, NY
County:	New York County
ZIP Code:	10001
Pay Rate:	Open
Job Terms:	full time
Company:	Comsys
Phone:	email only please
Fax:	email only please