Business Analyst: Exotic Interest Rate and Credit Derivatives

Overview

Citi is a world-leading global bank. We have approximately 200 million customer accounts and a presence in more than 160 countries and jurisdictions worldwide. We provide consumers, corporations, governments, and institutions with a broad range of financial products and services, including consumer banking and credit, corporate and investment banking, securities brokerage, transaction services, and wealth management. We enable clients to achieve their strategic financial objectives by providing them with cutting-edge ideas, best-in-class products and solutions, and unparalleled access to capital and liquidity.

What We do / The Team

We are looking for a senior Business Analyst in the Interest Rate Exotic Derivatives development team of our Fixed Income Trade Processing (FiTP) application, based in Belfast.

FiTP is the primary deal capture, trade processing, inline PV & risk, and workflow processing for Vanilla and Exotic IR derivatives, as well as being the strategic capture system for several other asset classes.

The team is responsible for supporting the business in the development of new (and enhancement of existing) derivative products. trade capture and processing. The team actively engages with the multiple trading desks involved, Middle Office and Operations, Financial Control, Market Risk management, Regulatory, Credit and close collaboration with the development and QA testing teams.

Role Overview/What will you do:

The BA will assist in defining new products and treatments, and generating functional and technical specification and test cases, managing the product through end-to-end deliveryAct as trusted partner to our business clients to represent their requirements for technology solutions in the Exotic derivatives domainDefine, document and generate actionable functional and technical requirements for our in-house development teamGuide and mentor other team membersOwn and be accountable for cross-asset initiatives, influencing strategic technical direction and driving re-use of our data infrastructureBuild a strong partnership with our upstream and downstream business and technology partnersGrow and curate our catalogue of common assets, such as code templates, libraries, utilities, services, etc.Troubleshoot performance and scalability issues, take ownership of issues and their technical remediation

Key Skills and Experience required”

At least 5 years of experience working on enterprise level project as a BA or QA AnalystAbility and proven experience of driving functionality/project from analysis to successful production. Proven experience as an owner of delivering successful project outcomesAbility to communicate productively and efficiently with business (FO Traders, Business Managers etc.)Ability to translate business requirements into functional requirementsExperience in writing detailed Functional/Technical specifications, use cases for development and QA teamsExperience with writing documentation for mapping different data formats between each otherExperience with XML: xpath, xsd (to be able to build xml schema, xpath etc)SQL knowledge to be able to query and analyze database data. Ability to create complex sql queriesKnowledge and proven experience with UML/BPMN or any other workflow/visualization notations as a business analystExperience with Investment banking - OTC derivatives: products knowledge, trade lifecycle knowledge, STP and experience in such projects

Any Beneficial / Nice to have skills and experience:

Knowledge of any object-oriented programming language (java, c#, Delphi etc.) to be able to read and understand codeKnowledge and experience with FpML for interest rate/commodities or equities derivativesKnowledge of any other financial protocols/formats used to describe derivatives (swml, FIX, FIXml, SWIFT etc.)Knowledge of investment bank structure and departments responsibility, operational processes (FO, MO, BO)Nice to Have: Experience with Mysis Summit, Murex, MarkitWire, OpenLink, ICELink

What well provide you

By Joining Citi, you will become part of a global organisation whose mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.

Generous holiday allowance starting at 27 days plus bank holidays; increasing with tenureA discretional annual performance related bonusPrivate medical insurance packages to suit your personal circumstancesEmployee Assistance ProgramPension PlanPaid Parental LeaveSpecial discounts for employees, family, and friendsAccess to an array of learning and development resources

Alongside these benefits Citi is committed to ensuring our workplace is where everyone feels comfortable coming to work as their whole self every day. We want the best talent around the world to be energized to join us, motivated to stay, and empowered to thrive.

Sounds like Citi has everything you need? Then apply to discover the true extent of your capabilities.

This role encompasses the capture of requirements, specification, transition of associated jira through build and unit test, user acceptance testing and delivery to production of Exotic derivative products. These products exhibit a high degree of complexity, therefore familiarity with quantitative analytics, non-linear risk attributes, fpml modelling and derivative product workflows and post trade events is a pre-requisite for the role.

------------------------------------------------------

Job Family Group:

Technology

------------------------------------------------------

Job Family:

Applications Development

------------------------------------------------------

Time Type:

Full time

------------------------------------------------------

Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.

If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi.View Citis EEO Policy Statement and the Know Your Rights poster.