Quantitative Business Analyst

SUMMARY:
To design, specify, build, configure, and test solutions for delivering the necessary capability to business that enables quality solutions and a client centric orientation. These include pricing and risk management solutions along with their related IT processes.

POSITION INFO:
CLIENT is a market leader in Corporate and Investment Banking where our people are our differentiator. They come from many different backgrounds, bringing unique perspectives to finding solutions and solving challenges for our clients. At CLIENT, our thinking digs deeper and sees further. With a can-do mindset that is considered and innovative, curious, and resilient we unlock unique opportunities for our clients and society. We seek people who create a culture of sharing and who champion honorable behavior. Our people are smart, hard-working, self-motivated and have a passion for their work and the success of CLIENT. We offer a non-hierarchical, entrepreneurial environment where our people think and act like owners. We empower people, hold them accountable and reward exceptional performance.

Responsibilities:

• Constructing and/or critically analysing financial models (e.g.: product pricing, curve stripping, scenario analysis)
• Process-design, -analysis, -testing and –troubleshooting in pricing/risk-analysis
• Systems-capability/fit analysis in 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 BTsystem, 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

• Relevant degree
• Post-graduate qualification in Mathematical Finance or another quantitative discipline (must-have)
• 2+ years of relevant, quant, risk, and business analysis experience
• Financial markets knowledge is a MUST

Essential Skills

• 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

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