System Analyst - Pricing & Valuation

Job Overview

We are seeking a driven risk management expert to spearhead strategic initiatives focused on traded risk management solutions. This role requires a strong grasp of cross-asset derivatives pricing and risks, including Monte Carlo methods, partial differential equation valuations, XVA, and potential future exposure (PFE).

Key Responsibilities

• Serve as a self-driven professional delivering change solutions for traded risk management.
• Apply thorough knowledge of derivatives pricing and risk, leveraging techniques such as Monte Carlo simulations and PDE valuation.
• Engage with technical and non-technical stakeholders effectively to communicate complex concepts.
• Utilize analytical, problem-solving, synthesizing, and systemic thinking skills to devise robust solutions.
• Identify, track, and manage project risks, issues, and dependencies, coordinating solutions with sponsors and stakeholders.
• Influence across organizational levels to maintain alignment on project goals.
• Lead and implement large-scale, high-availability applications or participate in significant project deployments.
• Maintain a results-focused approach with strong delivery orientation.
• Understand and operate within the full software development lifecycle.

Preferred Qualifications

• Hands-on experience with derivatives valuation and quantitative pricing methodologies.
• Comprehensive understanding of pricing models for various asset classes and requisite market data.
• Insight into risk evaluation techniques and related sensitivity analyses.
• Proficiency or familiarity with programming languages such as Python, C++, or R is beneficial.
• Strong technical and functional expertise in finance and quantitative methods.

Academic Background

• Master's degree in Computer Science, Quantitative Finance, or related Finance fields.
• Professional certifications like CFA or CQF are advantageous but not mandatory.