What are the responsibilities and job description for the Business Systems Analyst position at Robert Half?
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.
Salary : $36 - $41
