Quantitative Business Analyst – Risk & Performance

As the Quantitative Business Analyst Risk & Performance for our Risk & Performance team, you will be responsible for overseeing the development and enhancement of our Value-at-Risk and Stress Testing products. You will collaborate with cross-functional teams, including quantitative analysts (quants) and engineers, to ensure that our product meets the high standards expected by our clients and stakeholders. This role requires a strong blend of technical understanding, market knowledge, and analytical skills.

Key Responsibilities:

Market Data Requirements:

Define market data requirements essential for Risk Analytics products.

Collaborate with market data vendors to source high-quality data to support our modeling and analytical needs.

Maintain an awareness of market trends and data availability to ensure our product remains competitive and robust.

Specification Drafting:

Draft comprehensive specifications for product components, ensuring clarity and precision.

Define and document modeling methodologies that will be applied within the VaR and Stress Testing products.

Work closely with stakeholders to gather requirements and translate them into actionable specifications.

Cross-functional Collaboration:

Coordinate with quants and engineers to drive product development and ensure timely delivery of solutions.

Facilitate communication between teams to resolve any issues and align on product goals and priorities.

Act as a product advocate, fostering a shared understanding of the Risk Analytics products across various departments.

Requirements:

Bachelor’s degree in Finance, Economics, Science, Engineering, or Mathematics.

5+ years of experience as a Product Manager or Business Analyst in financial services or risk management, particularly in market risk or quantitative finance.

Understanding of value-at-risk concepts and methodologies, including historical and Monte-Carlo simulations.

Excellent written and verbal communication skills, with the ability to draft technical specifications clearly.

Strong analytical and problem-solving skills.

Coding experience in modern object-oriented languages – Python, C++, C#, or Java is a plus.

Customer-facing experience explaining highly technical analytic solutions sets you apart.

Salary Range

$88,800.00 - $115,200.00