Quantitative Business Analyst (Senior)

A leading organisation is looking for a Quantitative Business Analyst to join their team. The main purpose of the role is to design, specify, build, configure, and test solutions for delivering the necessary capability to business that enables quality solutions and a client centric orientation.

Responsibilities :

1. Devise pricing and risk management solutions along with related IT processes and maintenance, testing and production support.
2. Construct and / or critically analyse financial models i.e., product pricing, curve stripping, scenario analysis etc.
3. Engage in process design, analysis, testing and troubleshooting in the area of pricing / risk-analysis.
4. Analyse systems capability / fit in the area of pricing or risk-analysis.
5. Analyse data and situation, identify and solve problems, reason logically and drive valid conclusions.
6. Analyse, design and implement purchased or in-house software applications.
7. Test and validate logic and processes implemented.
8. Take ownership of recurring production incidents by working with multiple stakeholders to resolve system issues.
9. Engage with the macro-environment to look for new opportunities, capabilities, and trends that would add value to the required analysis work.
10. Suggest changes in executing work processes to better drive value and benefits for the business.
11. Prepare and share recommendations for process and systems improvements in relevant area of accountability.
12. Participate in team, cross-discipline and vendor-driven collaboration sessions or forums to increase understanding of the working environment.
13. Engage with key stakeholders to gather information with regards to changes and developments in the respective business area that would impact demand for allocated technologies.
14. Review demand items in partnership with business to better understand impacts on the relevant system, processes, and systems environment.
15. Partner with process owners to create suitable roadmaps for business development and in anticipation of system and process enhancements.
16. 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.
17. Analyse business requests to clearly understand business requirements and translate this into clear technical terms and specifications to best solve business problems.
18. Coordinate the integration activities of service providers.
19. Monitor benefits against what was detailed in the business case.
20. Control specific measures and mechanisms to measure benefits.

Requirements :

1. Minimum qualification : Bachelor’s Degree in Mathematical Finance or another quantitative discipline.
2. Preferred qualification : Post-graduate qualification in Mathematical Finance or another quantitative discipline.
3. 3 - 5 years’ experience in a similar environment, of which 1 - 2 years ideally at a junior specialist level, with specific reference to relevant quantitative, risk and business analysis experience.
4. Experience in designing and implementing integrated solutions.
5. Experience in designing, testing, and configuring quantitative systems.
6. Working knowledge of SQL and ability to analyse data.
7. Multi asset class, and trade life cycle knowledge beneficial.
8. Business process modelling and design capabilities.
9. Understanding of data models and ability to validate data flows between and within systems.