Lead Business Analyst – Libor – London

Location:  London, England
Salary:  GBP900 - GBP1000 per day + Inside IR35

Lead Business Analyst – Libor – London

Prestigious London based Finance client requires a Lead Business Analyst with sound experience of Libor and a strong technical understanding of curve construction, curve risk (including basis risk) and pricing model to work in their Markets Technology Team. This successful candidate should have gained this experience by working closely in a quant development role with a trading desk, desk risk managers, or within a model ownership/validation capacity. The Lead Business Analyst will need to have hands on coding skills in Python and Excel, as well as the ability to work with in-house and external quant libraries. Markets Technology are looking to expand their technology analytics capabilities across Rates and FX with an initial focus on curve analytics (Focus on Short Term Rates and FX), and later to expand capabilities in market and counterparty risk measures. This role in inside IR35 and you will be required to work via an umbrella company.


• Strong understanding of current market practices in Rates and FX.
• Sense of ownership in end-to-end project deliverables.
• Strong technical understanding of curve construction, curve risk (including basis risk), and pricing models.
• Hands on Python and Excel scripting.
• The ability to work with in-house and external quant libraries.
• Strong experience in working with large data sets.
• Ability to articulate complex business and technical topics in concise and efficient way, suitable for a senior audience.
• Experience with internal model validation group.
• Strong problem-solving skills and ability to apply technology solutions to business needs.
• Strong communication skills, collaborative working style and ability to work in a matrix management environment, providing thought leadership in a global team.
• This role is part of a global team and will require liaising with the teams in the US, UK, and India.

Click Apply now/Contact Lianne to be considered for the Lead Business Analyst – Libor – London role.

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