SVP, Principal Business Analyst - App Engineering
Core
Design, develop, and support mission-critical pricing and risk management systems for OTC derivatives, collaborating with trading and quantitative teams.
Role type
Senior/Principal Business Analyst (App Engineering)
Builds
Pricing tools, risk management systems, and mission-critical application features for front office and operations.
Domain
Financial services, OTC derivatives, fixed income pricing, risk management.
Deliverable
production ML models | product features
Required skills
OTC derivatives expertise (CDS, IRS, swaptions, FX swaps), pricing curve construction (bootstrapping zero curves), impact analysis, SQL, scripting languages, FpML, XML, testing frameworks, software development knowledge.
Preferred skills
SUMMIT trading system experience, SOFR/ESTER discounting implementation knowledge, advanced degree in CS or related field.
Technologies
SQL, XML, FpML, SUMMIT
Responsibilities
Develop pricing methods in partnership with trading and quants; analyze and support PnL and PnL explain requests; support market risk, credit risk, VaR, and CCAR needs; create and implement system testing procedures; consult on emerging technologies and resolve business issues.
Seniority
Senior/Principal, hands-on IC with strategic collaboration
