
Senior Derivatives Analyst
7 days ago
**About the Role:** We are seeking a highly skilled Derivatives Specialist to join our team as a Front-Office Business Analyst. This is an exciting opportunity for a detail-oriented individual with strong analytical skills and knowledge of financial instruments.
Key Responsibilities:
1. Drive projects focused on derivative pricing and actively engage in model design and enhancement discussions with quantitative teams.
2. Partner with valuation controllers responsible for derivatives curves and surfaces used in pricing and risk, defining improvements and roadmap priorities.
3. Draft detailed specifications for bug fixes related to PnL, pricing, and risk, and coordinate implementation with analytics support and quant teams.
4. 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.
5. 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.
Requirements & Skills:
- Strong knowledge of financial instruments across one or more asset classes (FX, Rates, Equities, Commodities, or Credit)
- Ability to communicate complex ideas effectively
- Experience with data analysis and visualization tools
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