Job Description
We are seeking a Derivatives Pricing Specialist to join our newly established Strategy and Planning team as a Front-Office Business Analyst. This team plays a central role in shaping the roadmap and strategy for the analytics used in derivative valuation and risk management. Our stakeholders include portfolio managers and the risk management group.
The role involves managing business specifications and contributing to the design and development of pricing libraries and analytical tools. These tools incorporate quantitative models and integrate with multiple systems for trade capture, market data, and reference data.
This position offers broad exposure across asset classes, including FX, Equities, Fixed Income, Commodities, and Credit.
Key Responsibilities
- Drive projects focused on derivative pricing and actively engage in model design and enhancement discussions with quantitative teams.
- Partner with valuation controllers responsible for derivatives curves and surfaces used in pricing and risk, defining improvements and roadmap priorities.
- Draft detailed specifications for bug fixes related to PnL, pricing, and risk, and coordinate implementation with analytics support and quant teams.
- Take ownership of ensuring valuation issues in production are resolved effectively, root cause analysis is completed, and preventive measures are introduced in collaboration with the pricing support lead.
- Contribute to reporting and communication of the derivatives pricing and analytics strategy roadmap, working closely with platform strategy leadership, quants, and project managers on scheduling priorities and fixes.
Experience, Requirements & Skills
- Strong knowledge of financial instruments across one or more asset classes (FX, Rates, Equities, Commodities, or Credit) within a bank or hedge fund environment.
- Hands-on experience with in-house or vendor-based risk management platforms.
- Exposure to trading or order management systems (vendor or in-house) is advantageous.
- Proven experience as a lead analyst in derivatives pricing, valuation control, or model quant in a production setting, with strong stakeholder engagement.
- Excellent problem-solving skills and an analytical mindset.
- Strong verbal and written communication skills in English, with the ability to build relationships and collaborate effectively with senior stakeholders.
