Business Analyst SQL Fixed Income Finance Asset Manager London

Joseph Harry Limited ,
London, Greater London
More Details
Salary: £60000 - £80000 per annum + 20% Bonus + 10% Pension

Overview

Business Analyst Fixed Income (Barclays POINT Barclays PORT Risk Fixed Income Data VaR TEV Performance Attribution Risk Pricing SQL Excel Data Analysis Bonds Rates Credit Treasuries Fixed Income Loans ABS CDS Derivatives VBA Trading Front Office Python MATLAB R Asset Management Buy Side Investment Manager Hedge Fund Mutual) required by our asset management client in London. You MUST have the following: Strong experience as a Business Analyst within the buy-side (asset management, investment management, fund management) Excellent ability in the fixed income front office environment- communicating with the portfolio managers and quants to understand their needs and strategies Understanding of fixed income position keeping, performance, attribution, pricing, setting up derivatives Excellent ability to write SQL queries Strong understanding of fixed income products (bonds, treasuries, corporate debt, lending, credit, rates) including durations and pricings Understanding of fixed income derivatives, whether exotic or vanilla, such as futures, options, swaps, forwards Excellent Microsoft Excel The following is DESIRABLE, not essential: Experience with Bloomberg PORT or Barclays POINT Agile Scrum Knowledge of OTC derivatives such as CDS, MBS, ABS, CDO's Risk analysis (VaR) VBA, Python or R Role: Fixed Income Business Analyst (Barclays POINT Barclays PORT Risk VaR TEV Performance Attribution Pricing Risk SQL Excel Data Analysis Bonds Rates Credit Treasuries Fixed Income Loans ABS CDS Derivatives VBA Trading Front Office Python MATLAB R Asset Management Buy Side Investment Manager Hedge Fund Mutual) required by our asset management client in London. You will join a team of 6 that are spread over London and the US and are dedicated to the support and business analysis of Bloomberg PORT and the legacy Barclays POINT. You will be in a role that is 80-85% project based, delivering the further completion of the migration from POINT to PORT; the setup of PORT monitoring; scoping and setup of new data feeds; and designing a central PORT application for use across teams. The role will require the ability to write good SQL queries and will require excellent experience in the fixed income space. Ideally, you will have knowledge of both corporate and government (treasuries) bonds. You should also be familiar with a variety of derivatives, ideally exotic and vanilla, such as CDS, ABS, futures, options, swaps and even CDO's. Knowledge of POINT or PORT is desirable but not essential. You MUST have buy-side experience and should be familiar with processes and workflows around position keeping, pricing and setting up derivatives. Salary: £60k - £80k 15% Bonus 10% Pension This job was originally posted as www.totaljobs.com/job/89897482

People also viewed