*Dear Business Partner,* * * *I wish you are doing great today.  My name is
**Raju**; I am a Technical Recruiter from **Saphire Solutions Inc.** I have
multiple requirements and would appreciate if you can forward to me any
suitable profiles.* * *

*Please Send resumes to [email protected]*



*Role :*Senior Business Analyst, at least 10+ Years

*Location*: NYC/Jersey City

*Length:* 6 Months+


*Overview of Position* :

Senior Business Analyst with in-depth knowledge of Interest Rate Derivatives
and FX OTC derivatives, specifically, understanding deal
structure,understanding valuations/analytics, trade flow, inter-system
integrations and market data. Individual will need to capture requirements,
serve as a valuations Subject Matter Expert (SME), write functional
specifications, test and implement data sourcing and cleaning enhancements
for an in-house trading system (SunGard Front Arena.) Individual will be
supporting both day-to-day activities (troubleshooting trade entry issues,
trade modeling issues, performing root cause analysis
for cash flow and price issues) as well as strategic initiatives
(determining how to value new exotic deals.)



*Must Have Skills*

* Strong understanding of Interest Rate and FX derivatives (trade capture
and valuations) and trade order management workflows, ideally Interest Rate
Swaps, Cross Currency Swaps, Index Swaps, and derivatives with optionality.


* Ground-level experience with financial data (ideally,
curves/spreads/exchange rates, but could be anything, even equity quotes)


* Exposure to curve building


* Exposure to vendor packages (SunGard Front Arena)


* Ability to research fixed income instruments in Bloomberg


* Exposure to FINCAD XL


* Exposure to QuantLib


* Ability to write simple VBA scripts


* Ability to support systems conversion, quality analysis and investigation
(knowledge of SQL would be helpful); Ground-level experience desired;
Willingness to churn through many trades/security masters and
proactively troubleshoot trade issues


* Experience with market data issues present in trading systems


* Experience with market data cleaning, creation of cleaning processes
(manual and automated)


* Experience in creating Business requirements, functional specifications
and writing and executing test scenarios and plans (ideally for Fixed Income
products or a financial product of decent complexity (e.g.,
options, FX, etc.))


* Ability to execute test plans (both hands-on or directing a small team)


* Ability to create complex but scalable, reusable, transparent excel-based
tools as proof-of-concepts and test tools





* *

*Thanks and Regards*

*Raju*
*Resource Specialist* *Saphire Solutions Inc.
Off: 732-791-4994* *FAX: 732 653 0277* *[email protected]* *
http://www.saphiresolutions.com*

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