Business Analyst - IT - 5

Position: Capital Markets - Business Analyst - IT - 5 Location : Toronto ON Job Type: Contract Candidate Requirements/Must Have Skills: 1) 10+ years of experience as a business analyst 2) Good understanding and knowledge of derivatives, in particular financial aspects such as derivatives pricing, P&L analysis, VaR. MtM. Products include IR Swaps, FX options (FXO), IR options (Cap/floor), Money Market tickets 3) Good understanding of derivatives trade lifecycle management including trade reconciliation, fixing and confirmations/settlements. 4) 5+ years of experience working with technology applications that supported derivatives trade lifecycle processes, including both in-house and vendor solutions (e.g.

Calypso, Murex, ION). 5) Recent working experience with DB SQL (Sybase or MSSQL preferred) Nice-To-Have Skills: • Knowledge of XVA & Riskwatch Soft Skills Required: • Good verbal and written communication skills • Ability to organize own work and lead workstreams. Education & Certificates: STEM degree (e.g. Computer Science, Engineering, or Physical Sciences degree), Candidates qualified in CFA would be preferred.

Best VS. Average Candidate: - Best candidate will have in-depth knowledge on how PV for swaps/options are calculated in order to help us validate and identify issues with the new pricer.