Senior BA – MTM & Derivative Product Trading Application

🚨 Hiring: Senior BA – MTM & Derivative Product Trading Application 🚨
I’m hiring for a Senior Business Analyst to support a high-visibility MTM / P&L Attribution Project within the global equity derivatives business line.
📍 Location: Hybrid Toronto
🏢 Onsite: Tuesday & Thursday, with potential for 3–4 days onsite based on business needs
⏳ Contract: Until end of Feb 2027
💰 Rate: $95/hr INC
🔁 FTE Conversion: Possible

This role will focus on testing, validation, and business analysis for a derivatives P&L attribution initiative, including daily P&L calculations across key market risk factors such as Dividends, Borrow Rates, Volatility, and Interest Rates.

Must-have experience:
• 10+ years as a Business Analyst
• 5+ years with derivative product trading applications
• Experience with trade capture and pricing model integration
• Strong understanding of derivative trade lifecycle events: Amend, Unwind, Rate Reset, Fixing Process, Realized Cashflows
• Market data experience used to price derivative instruments
• 2+ years with RiskWatch pricing engine
• Strong documentation, workflow mapping, and stakeholder communication skills

Nice to have:
• Equity Options, Interest Rate Swaps, Cap/Floor, Inflation Asset Swaps
• Unix scripting, Python scripting, PL/SQL
• Automated testing experience
• CFA or FRM
Ideal for someone with deep derivatives knowledge, strong documentation/testing experience, and exposure to MTM, P&L attribution, valuation, and market risk factors.

📩 Interested? Please send your resume to garyv@corgta.com with the subject line: Senior BA – MTM & Derivative Product Trading Application