14.03.2024
Quantitative Business Analyst
Boardroom Appointments
South Africa, Sandton
About the job Quantitative Business Analyst Key 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-analysis Systems-capability/fit analysis in the area of 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 BT system, 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 Qualifications and experience: Minimum of 2 years relevant, quantitative, risk and business analysis experience Financial markets knowledge is a MUST Markets related experience Relevant Investment Banking experience Experience in working with relevant systems (technical background will be beneficial) Relevant degree - minimum Post-graduate qualification in Mathematical Finance or another quantitative discipline - minimum Post-graduate qualification in Mathematical Finance or another quantitative/related discipline is required, or equivalent work experience and technical training FRM, PRM, ACI Dealing Certificate, CFA or related risk or quantitative international certification would be beneficial 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 Problem-solving and analytical skills Communication and planning skills Assertiveness and persistence are required to be effective in the front office environment Strong awareness and interest in the financial markets #J-18808-Ljbffr
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