Senior Calypso Business Analyst - Clearing Risk Platform Program

An opportunity exists for a Senior Business Analyst to join our client, a leading Australian Financial institute and be an integral part of the analysis, design and development of the their OTC derivative clearing Platform upgrade. This is chance to be part of a large program of work evolving the existing Clearing Risk management solutions and driving the improvement of business process effectiveness.
Responsibilities

• The role is responsible for assessing new concepts against current systems and procedures, analysing stakeholder needs from an end-to-end perspective, engaging internal and external clients through various facilitation techniques and mediums, and providing high quality, fit for purpose business analysis artefacts
• Be an active and vocal member of the Markets transformation team, bringing your past experience in transformation programs and adapting it to a strong client culture.
• Work with impacted stakeholders to perform deep dives and discovery on the As-Is state of Clearing Risk management systems for cash and derivatives products, allowing for effective review by project team members and impacted stakeholders.
• Liaise with assigned Product Owners and Subject Matter Experts for prioritisation, elicitation and analysis of new business requests within the program.
• Run workshops to identify requirements and evaluate solutions.
• Perform gap analysis between the As-Is state and the To-Be state.
• Write high quality user stories and acceptance criteria for functional and non-functional requirements.
• Use formal modelling techniques to assist in the representation of business requirements.
• Present and clearly articulate user stories and other business requirements to a wide audience including.

developers, testers, vendors and project stakeholders.
Skills
Must have
- Senior Business analyst with experience in IRD, Future derivatives clearing platform
- Good experience on Calypso front office module in Market data configuration, Curve setup and Pricer measure validation
- Well versed with Interest rate derivative trade characteristics.
- Experienced in working with trade interface like Markitwire, Reuters and any other broker platforms
- Strong knowledge in Initial margin contract setup, calculations and margin call life cycle
- Trade life cycle management including Trade Accept, Affirm and Novation
- Good knowledge on Official PL, PL VaR and other risk metrics.
- Basic understanding of calypso settlements, confirmation setup, Workflows and Schedule task configuration
- Experience producing business analysis artefacts - including, but not limited to, business requirements, user stories with clear acceptance criteria, functional specifications, business process models, process risk assessments and interface and impact analysis documents.
- Coordinating with developers, QA on new changes, validating unit test results, analysing defects raised
Nice to have
- Experience in Calypso clearing module, participating in version upgrades.
- Prior working knowledge with any Clearing exchange / Central clearing party
- Strong knowledge in pricing of various OTC derivative products including options
- Experience in working with margin call management using ACADIA
- Experience with various reconciliation tools like Intellimatch
- Basic technical knowledge in Database, Java, XML and issue analysis using application server logs.
- Customer Centric - understanding the needs of our internal and external customers and ensuring that solutions developed meet / exceed these needs.
- Outcomes Oriented - understanding what levers to pull to drive outcomes in a tightly regulated but changing landscape.
- Ability to Prioritise - having a good handle on prioritising needs and resourcing without being rigid.
Languages
English: A1 Beginner
Seniority
Senior
Relocation package
If needed, we can help you with relocation process. .
Vacancy Specialization
Calypso
Ref Number
VR-103781