Senior Quantitative Business Analyst

Hybrid position

Minimum requirements:

• Minimum of 4 years relevant, quantitative, risk and business analysis experience 
• Financial markets knowledge is a MUST
• Markets related experience
• Relevant Investment Banking experience
• Experience in working with relevant systems (technical background will be beneficial)
• Relevant degree
• Post-graduate qualification in Mathematical Finance or another quantitative discipline
• Post-graduate qualification in Mathematical Finance or another quantitative/related discipline is required, or equivalent work experience and technical training
• FRM, PRM, ACI Dealing Certificate, CFA or related risk or quantitative international certification would be beneficial
• Experience in designing and implementing integrated solutions (i.e., good understanding of systems integration) Experience in designing, testing and configuring quantitative systems in Capital Markets (Market Risk, Credit Risk, XVA, etc.)
• Working knowledge of SQL and ability to analyse data
• Multi asset class, and trade life cycle knowledge would be beneficial 
• Business process modelling and design capabilities
• Ability to work with data: understanding of data models and ability to validate data flows between and within systems
• Attention to detail, but also the ability to see the big picture and understand broader impact 
• Good communication skills and the ability to work with difficult people
• Self-starter
• Problem-solving and analytical skills 
• Communication and planning skills
• Assertiveness and persistence are required to be effective in the front office environment
• Strong awareness and interest in the financial markets

Responsibilities:

• Constructing and/or critically analysing financial models (e.g.: product pricing, curve stripping, scenario analysis)
• Process-design, -analysis, -testing and troubleshooting in the area of pricing/risk-analysis
• Systems-capability/fit analysis in the area of pricing/risk-analysis
• Data analysis - analyse data and situation, identify and solve problems, reason logically and drive valid conclusions
• Software analysis - analyse, design and implement purchased or in-house applications
• Testing and validation of logic and processes implemented
• Shared ownership of recurring production incidents by working with multiple stakeholders to resolve system issues
• Weekly production support rotation with the rest of the team
• Engage with the macro-environment to look for new opportunities, capabilities and trends that would add value to the required analysis work
• Suggest changes in executing work processes to better drive value and benefits for the business
• Prepare and share recommendations for process and systems improvements in relevant area of accountability
• Actively participate in team, cross-discipline and vendor-driven collaboration sessions or forums to increase understanding of the working environment (current and planned)
• Engage with key stakeholders to gather information with regards to changes and developments in their business area that would impact demand for allocated BT technologies
• Review demand items in partnership with business to better understand impacts on the relevant BT system, processes and systems environment
• Partner with process owners to create suitable roadmaps for business development and in anticipation of system and process enhancements
• Test and identify where service gaps would exist should different technologies be applied to the same process or where business process changes would not be accommodated by existing technology capabilities
• Analyse business requests to clearly understand business requirements and translate this into clear technical terms and specifications to best solve business problems
• Consolidate all knowledge articles and user training material
• Develop and share final service pack for relevant stakeholders
• Coordinate the integration activities of service providers
• Monitor benefits against what was detailed in the business case
• Control specific measures and mechanisms to measure benefits