Business Analyst: Exotic Interest Rate and Credit Derivatives
Citigroup
Belfast, Northern Ireland, United Kingdom
Not specified; discretionary annual performance re...
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Exotic interest rate derivatives experience
Credit derivatives product knowledge
Fpml modelling expertise
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Citi is seeking a senior Business Analyst for their Exotic Interest Rate and Credit Derivatives team in Belfast. The role involves capturing requirements and managing the development of complex derivative products within the Fixed Income Trade Processing application, requiring a blend of technical and financial expertise.
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Job Summary
The role involves defining new exotic derivative products and generating functional specifications for the Fixed Income Trade Processing application.
Candidates must possess deep familiarity with quantitative analytics, non-linear risk attributes, and complex derivative product workflows.
Citi offers a generous holiday allowance starting at 27 days plus bank holidays, private medical insurance, and access to extensive learning resources.
Matching Summary
Match Score: 75
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Citi is seeking a senior Business Analyst for their Exotic Interest Rate and Credit Derivatives team in Belfast. The role involves capturing requirements and managing the development of complex derivative products within the Fixed Income Trade Processing application, requiring a blend of technical and financial expertise.
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Salary
Not specified; Discretionary annual performance related bonus; Generous holiday allowance and private medical insurance
Skills & Requirements
Must-have
Exotic Interest Rate Derivatives experience
Credit Derivatives product knowledge
FpML modelling expertise
Functional and technical specification writing
SQL database querying skills
XML/XSD schema development
UML/BPMN workflow visualization
Nice-to-have
Object-oriented programming knowledge Java C#
Mysis Summit Murex MarkitWire experience
FIX SWIFT protocol familiarity
Code template library curation
Performance troubleshooting ownership
Cross-asset initiative leadership
Key Requirements
Proven enterprise-level project delivery as BA or QA Analyst
Experience driving functionality from analysis to production
Strong communication skills with business clients and trading desks