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-hous...