Business Systems Analyst

apartmentRobert Half placeNew York calendar_month 

We are offering a contract to permanent employment opportunity for a Business Systems Analyst in New York. The role is within the insurance industry and requires a comprehensive understanding of front-to-back Calypso derivatives solutions. The successful candidate will be expected to train and transfer knowledge to business and technology stakeholders.

Responsibilities
  • Implement and support the Calypso Back-Office system, focusing on post-trade processing areas including Trade validation, Cross-Asset Accounting, Settlements, Reconciliations, and Regulatory and Internal reporting.
  • Demonstrate functional experience in support of various Asset Classes, such as Foreign Exchange (FX), Fixed Income and Money Market (FI/MM), Interest Rate Derivatives (IRD), FX Derivatives (FXD), Credit Derivatives, Equities and Equity Derivatives, and Commodities and Commodity Derivatives.
  • Leverage knowledge of Market Risk, FRTB, VaR (Parametric, Monte Carlo, Historical simulation), Back Testing, Stress testing, Sensitivities and Scenario analysis.
  • Utilize data analysis tools such as Excel, SQL, or similar to manage and analyze data.
  • Configure Standard & Custom Interfaces within Calypso, set up Quote Feeds from Bloomberg, establish Interest Rate Curves & other market data, and set up Dividend Curves for Custom Index.
  • Translate Historical Volatility of Volatility-controlled indexes to a Volatility Surface to be used in Calypso, and set up pricing configuration & pricing parameters.
  • Monitor end-of-day processing. • Possess proficiency in using Atlassian Jira
  • Have a strong understanding of business systems
  • Able to effectively use Confluence
  • Have experience and skills in using CRM software
  • Capable of performing gap analysis to identify areas of improvement
  • Experienced in AB Testing to optimize system performance
  • Familiarity with Agile Scrum methodology
  • Able to carry out backlog grooming to prioritize tasks
  • Understand business process functions and their integration into the business system
  • Capable of creating comprehensive Business Requirement Documents.
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