Business Analyst - Pricing & Risk Analytics Vendor
Our client is a reputable Pricing & Risk Analytics Vendor. They are looking for Business Analyst for projects in North Asia.
Primary Responsibilities:
- Work with development teams to deliver risk management solutions to the financial industry.
- Interact with various departments within our clients as well as the entire organization as a member of a project team
- Liaising with clients for feature requirements and summarize into a systematic specification as well as with Financial Engineering, Research and Development teams to ensure clear understanding of Client's requirements
- Work with Clients and Financial Engineers to analyze product gaps and enhancement requests, draft technical specifications and assist Management in prioritizing developmental efforts
- Leverage tools or products for prototyping conceptually or mathematically to create solution specifications which will be utilized by Developers or Financial Engineer for Product Development.
Job Requirements:
- 5 to 10 years of experience in the Financial Services industry, consisting of at least 3 to 5 years directly supporting trading desks at major Investment Banks or Broker/Dealers
- Thorough understanding of and experience delivering risk analytics including Historical, Monte Carlo, Scenario VAR, Backtesting, P&L, Stress testing, CVA, PFE, and other methodologies.
- Strong Derivatives pricing knowledge. Cross-asset or Economic Scenario Generation (real world and risk neutral) experience is a plus
- Strong mathematical skills including stochastic calculus, numerical methods (Tree, PDE), Monte Carlo simulation, probability and statistics, linear algebra, time series analysis, or actuarial analysis; and financial modeling, or quantitative/engineering related research
- Broad working knowledge of Access, Excel (inc. automation skills), Relational DBs, SQL and VBA as well as experience with OTC Derivatives systems: Bloomberg, Calypso, MUREX, Summit or similar vendor application(s)
- In-depth familiarity with Product Structures, Curve Building, Pricing Models, Risk and Market Reference Data.
- Strong understanding of Derivative transaction life-cycle management from both a Front and Back Office perspective
- Ability to multi-task and effectively manage multiple deadlines and deliverables
- Strong attention to detail and willingness to take ownership of issues
- Ability to work and adapt to change in a fast-paced environment
- Excellent oral and written communication and interpersonal skills
- Proficient in Microsoft Word, Excel, PowerPoint, Outlook, Visio, experience using Microsoft Project
- Master Degree in Finance/Quantitative degree from recognized university
- Project experience involving a complete cycle of treasury system implementation is a plus
