Business Analyst

Business Analyst

ProViso Consulting

Story Behind the Need

• Business group: The XVA Technology team within the Derivatives Trading and Risk group ensure Value Adjustment for OCT derivative products have been accurately priced and Risk and Valuation precisely captured for traders, trade floor management, and risk groups.
• Project: The team just finished Phase I of the XVA project where they have identified the ability to onboard multiple derivative products within the bank leveraging GPU from cloud for calculation. The next phases will be adding additional derivative products into the system.

Candidate Value Proposition

• The successful candidate will have the opportunity to apply risk and valuation knowledge on OCT derivative products while using latest technologies to performance complex xVA calculations (i.e. Angular, Redis, Elastic Search, Kafka, GPU)
• Have opportunities to work with traders, trade floor risk, cparty risk, market risk, product control and other various technology groups.

Typical Day in Role

• Works with key stakeholders within all business functions to align technology solutions with business strategies
• Gathers requirements from business units and translates those to programmers and developers
• Prepares cost-benefit and return-on-investment analyses to aid in decisions on system implementation
• Demonstrates an informed knowledge of business functions to resolve problems and capitalize on improvement opportunities
• Supports one or more highly complex business processes
• Works on multiple projects as a project team member
• Serves as a liaison between the business community and the IT organization in order to provide technical solutions to meet user needs

Must Have Skills:

• 5 + years’ experience as a Business Analyst managing Derivative products
• 5 + years’ experience managing Risk, P&L or Market Risk within the Capital Markets Industry
• 3 + years’ experience programming with Python or Unix related languages
• Strong communication skills to clearly articulate business requirements to technical teams

Nice-To-Have Skills:

• Previous XVA experience is a plus
• Previous working experience on risk and valuation relating to commodity, FX, Equity, or TRS
• Java / C++ is a plus

Degrees or certifications:

• Bachelor’s degree in a technical field such as Math, Finance, Computer science, Computer engineering or related field required
• Certifications: FRM/CFA

Job Details



1 Month



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