The position assumes Commodity implementation FO-BO with strong bias to FO. Business knowledge as well as IT experience is a requirement. The successful candidate must demonstrate knowledge and experience of front-office business analysis within Pricing, P&L, and Risk Analysis of Commodity derivative products. Underlying markets and products include OIL and OIL Based Products, PRECIOUS METALS, BASE METALS, ENERGY, FREIGHT, COAL and AGRICULTURE. Instruments include Futures, Listed Options, OTC Options, Swaps and Exotic instruments such as Barrier and Asian Options.
The strategic implementation platform is Calypso v10 with migration to v11 next year. Calypso v10 is already implemented in the bank and used by cross-asset by FI, Equity Derivatives, FX, Treasury and Rates businesses. Other systems, such as OpVal, will possibly be used for front office as well. Within this role successful candidate with work together with Commodity Front Office (London based) on implementation of FO risk reports and scenarios. It is therefore beneficial if candidates have experience working with Calypso. It will be required that the candidate is able to configure the system front to back.
Ideally the candidate will have a IT background from development in Java or C++. Some amount of development may be required. Knowledge and experience from SQL and database are required.
KEY SKILLS:
Deep knowledge of Commodities and Commodity Derivatives
Quantative analysis
Products life-cycle – Exchange Traded, OTC and Securitised Products
Excel, VBA and SQL development
Project management and Presentation skills
Java or C++ technical knowledge and experience
Collaboration tools e.g. JIRA, Confluence, Sharepoint
