Senior Business Analyst

We are seeking a Derivatives / Pricing Subject Matter Expert to join our dynamic Strategy and Planning Team as a Front-Office Business Analyst.

Responsible for planning and roadmap of analytics used for derivatives valuation and risk management. The customer base includes the risk team and portfolio managers.

This position involves specifications management and building out of pricing libraries and tools that carry out numerical modelling and connect to various technology interfaces for obtaining trade information, market data and reference data.

Domain expertise includes pricing in FX, equities, fixed income, commodities and credit asset classes.

• Lead work on derivatives pricing projects and participate in model development discussions with the quant team.
• Interface with valuation controllers who own all derivative curves and surfaces used for pricing and risk management in production and specify roadmap for improvements and changes.
• Produce bug‑fix specifications for PnL, pricing and risk issues and coordinate a fix with analytics support and model quant teams.
• Be fully responsible for ensuring production valuation issues are fixed satisfactorily, incident analysis (RCA) is carried out, and appropriate remedial action is taken to mitigate recurrence jointly with pricing support lead.
• Oversee reporting of derivatives pricing and analytics strategy roadmap jointly with the head of platform strategy and quantitative analytics, and manage the project schedule for production bug fixes and priorities.

• Understanding of different asset classes and the associated instrument types in one or more of FX, rates or equity asset classes in a bank or hedge fund is a must.
• Relevant expertise with an in‑house or vendor‑based risk management system.
• Experience with any trading or order management system from a vendor perspective.
• Proven track record as a derivatives pricing lead analyst or a valuation control/model quant role in a production setup involving multiple stakeholder groups and cross‑functional team liaising.
• At least five years of similar experience managing a lean team.

If you hold the relevant experience in business analysis across front‑office derivatives and pricing, please contact  for a confidential discussion.

Only successful candidates will be notified.

Mid‑Senior level

Full‑time

Project Management and Information Technology

Information Services and Investment Management