Quantitative Business Analyst, Product Development
Core
Support the Derivative Valuations Platform by translating complex business needs into functional and quantitative requirements for daily pricing valuations of Exchange-Cleared Futures and Options.
Role type
Quantitative Business Analyst (Product Development)
Builds
Derivative Valuations Platform delivering daily pricing valuations for futures and options
Domain
Financial markets, derivatives, risk solutions
Deliverable
production ML models
Required skills
Derivative pricing, SQL, Python/R, Statistical methods, Financial principles, Risk analysis, Data modeling
Preferred skills
Experience with structured products, Settlement technology platforms
Technologies
SQL, Python, R, Excel
Responsibilities
Analyze and translate complex business needs into functional and quantitative requirements for derivative pricing and settlement workflows; Collaborate with stakeholders across product, finance, data science, risk, and engineering teams to implement data-driven solutions; Support testing and implementation of settlement technology platform enhancements for production systems; Interface with Clearing/Risk platforms to understand and implement required settlement enhancements; Assist operations with incident resolution; Follow changes in market trends as they relate to derivatives pricing.
Seniority
Mid-level, hands-on IC
