Sr. Business Analyst

Veriipro; New York (NY); Híbrido; USD 180 000 - 240 000; Tempo integral

Resumo da oferta

Veriipro in New York is seeking a Senior Financial Engineer to partner with Front Office trading, Risk Management, and Finance. You will bring deep domain expertise across FX and/or Interest Rate products, and leverage Murex and SQL to design pricing, risk, and P&L processes.

The role requires strong communication, hands-on modelling, and the ability to deliver scalable solutions in a regulated environment, with hybrid/onsite collaboration and a focus on data quality and governance.

Qualificações

• Advanced degree in financial engineering, quantitative finance, or related field.
• 10+ years in financial engineering, front office quant, or risk analytics.
• Strong SQL/database proficiency with data governance focus.

Responsabilidades

• Partner with Front Office traders, risk managers, and finance to design, validate, and enhance pricing, risk, and P&L processes.
• Translate trading desk requirements into scalable technical solutions across trade capture, valuation, market data integration, and risk reporting.
• Analyze and explain daily P&L drivers, Greeks, VaR, stress testing results, and hedging effectiveness; support investigations and root-cause analyses.
• Design and optimize database queries, views, and stored procedures to support analytics and reporting with performance and data quality in mind.
• Contribute to model implementation and controls: back-testing, benchmarking, and documentation aligned to governance standards.

Conhecimentos

Quantitative analysis

Front Office collaboration

SQL/database proficiency

Communication skills

Risk analytics

P&L understanding

Model validation/back-testing

Formação académica

Advanced degree in Financial Engineering or related field

Ferramentas

Murex MX.3

SQL

Python

VBA

Pandas

Descrição da oferta de emprego

ALL US VISA' s are accepted. But only W2

Role Summary

We are seeking a highly motivated Senior Financial Engineer to partner with Front Office trading, Risk Management, and Finance teams. The ideal candidate will bring deep domain expertise across FX and/or Interest Rate products, hands-on experience with trade lifecycle systems (with a strong preference for Murex), and the ability to bridge quantitative analysis with practical business outcomes. This role requires exceptional communication skills, strong SQL/database proficiency, and a track record of delivering solutions in complex, regulated environments.

Core Responsibilities:

• Partner with Front Office (FX/IR) traders, risk managers, and finance stakeholders to design, validate, and enhance pricing, risk, and P&L processes
• Translate trading desk requirements into scalable technical solutions across trade capture, valuation, market data integration, and risk reporting
• Analyze and explain daily P&L drivers, sensitivities/Greeks, VaR, stress testing results, and hedging effectiveness; support investigations and root-cause analyses
• Design and optimize database queries, views, and stored procedures to support analytics and reporting with performance and data quality in mind
• Contribute to model implementation and controls: back-testing, benchmarking, and documentation aligned to governance standards
• Collaborate on end-to-end solution delivery: requirements, design, testing (UAT/SIT), deployment, and production support in partnership with Technology
• Proactively identify process and control improvements; drive automation and standardization to reduce operational risk and manual effort
• Communicate complex technical and quantitative topics clearly to non-technical stakeholders; produce concise written documentation and presentations
• Work across cross-functional teams (Front Office, Risk, Finance, Data/Tech) to ensure consistency of methodologies, data lineage, and reporting
• Support regulatory, audit, and governance requests with high-quality analysis and artifacts

Required Qualifications & Experience:

• 10+ years of experience in financial engineering, front office quant/business analysis, risk analytics, or closely related roles supporting trading desks
• Demonstrated experience with FX and/or Interest Rate products (e.g., spot/forwards/swaps/options, IR swaps/options, cross-currency, basis, etc.)
• Strong SQL skills and comfort with querying databases; practical experience building/maintaining stored procedures and database views
• Excellent communication skills—both oral and written—with the ability to tailor content to traders, risk/finance leadership, and technology teams
• Proven track record of delivering results in time-sensitive trading environments with attention to control, data quality, and performance
• Solid understanding of risk concepts (Greeks, VaR, stress/scenario analysis), pricing methodologies, market data, and P&L explain
• Experience working through full SDLC in a controlled environment: requirements, testing, release management, and documentation

Technical Skills:

• SQL (advanced) ability to write complex queries and understand stored procedures.
• Comfort with market data integration (curves, volatility surfaces, fixing calendars) and model parameter management
• Hands-on experience with trade lifecycle and data lineage across FO/MO/BO and Finance

Preferred/“Huge Plus”:

• Direct, hands-on experience with Murex knowing simulation and fx products
• Prior work with interest rate curve construction, volatility calibration, and pricing libraries
• Experience with P&L attribution frameworks and risk-to-P&L alignment
• Familiarity with controls and governance for models/analytics in a regulated environment
• Exposure to BI/reporting tools for distribution of analytics to stakeholders
• Experience with valuation/risk platforms; strong preference for Murex (MX.3) including Front Office, Risk, and Back Office modules
• Familiarity with scripting/programming languages commonly used on trading/risk teams (e.g., Python, VBA; plus experience with dataframes/pandas is beneficial)

Education & Certifications:

• Advanced degree in Financial Engineering, Applied Mathematics, Quantitative Finance, Computer Science, or related field (or equivalent practical experience)
• Relevant certifications or coursework in quantitative finance, risk, or data engineering are a plus

Working Model:

• Collaborates closely with Front Office trading desks, Risk, Finance, and Technology
• Operates in a fast-paced environment with clear ownership of deliverables and stakeholder outcomes
• Hybrid/onsite expectations aligned with team needs (to be confirmed with hiring manager)

Success Measures (Examples):

• Timely delivery of FO/Risk/Finance analytics with robust documentation and controls
• Reduction in manual processes and improved data quality/performance
• Clear communication artifacts (runbooks, design docs, P&L/risk explain notes) enabling repeatable, auditable processes
• Positive stakeholder feedback and measurable impact on desk efficiency, risk transparency, and reporting accuracy