About the job Quantitative Business AnalystKey purpose:The Quantitative Business Analyst role is responsible 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 as well as maintenance, testing and production support for the front office suite of applications within Markets.Duties and 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-analysisSystems-capability/fit analysis in the area of pricing/risk-analysisData analysis - analyse data and situation, identify and solve problems, reason logically and drive valid conclusionsSoftware analysis - analyse, design and implement purchased or in-house applicationsTesting and validation of logic and processes implementedShared ownership of recurring production incidents by working with multiple stakeholders to resolve system issuesWeekly production support rotation with the rest of the teamEngage with the macro-environment to look for new opportunities, capabilities and trends that would add value to the required analysis workSuggest changes in executing work processes to better drive value and benefits for the businessPrepare and share recommendations for process and systems improvements in relevant area of accountabilityActively 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 technologiesReview demand items in partnership with business to better understand impacts on the relevant BT system, processes and systems environmentPartner with process owners to create suitable roadmaps for business development and in anticipation of system and process enhancementsTest 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 capabilitiesAnalyse business requests to clearly understand business requirements and translate this into clear technical terms and specifications to best solve business problemsConsolidate all knowledge articles and user training materialDevelop and share final service pack for relevant stakeholdersCoordinate the integration activities of service providersMonitor benefits against what was detailed in the business caseControl specific measures and mechanisms to measure benefitsQualifications and experience:Minimum of 2 years relevant, quantitative, risk and business analysis experienceFinancial markets knowledge is a MUSTMarkets related experienceRelevant Investment Banking experienceExperience in working with relevant systems (technical background will be beneficial)Relevant degree - minimumPost-graduate qualification in Mathematical Finance or another quantitative discipline - minimumPost-graduate qualification in Mathematical Finance or another quantitative/related discipline is required, or equivalent work experience and technical trainingFRM, PRM, ACI Dealing Certificate, CFA or related risk or quantitative international certification would be beneficialExperience 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 dataMulti asset class, and trade life cycle knowledge would be beneficialBusiness process modelling and design capabilitiesAbility to work with data: understanding of data models and ability to validate data flows between and within systemsAttention to detail, but also the ability to see the big picture and understand broader impactGood communication skills and the ability to work with difficult peopleSelf-starterProblem-solving and analytical skillsCommunication and planning skillsAssertiveness and persistence are required to be effective in the front office environmentStrong awareness and interest in the financial markets
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