System Analyst

Role Overview

This position seeks an experienced System Analyst specializing in derivatives valuation and risk management within multinational or regional frameworks. The ideal candidate will actively contribute to strategic transformations that enhance trade risk management capabilities, leveraging deep technical and business expertise.

Key Responsibilities

• Undertake derivatives valuation and risk assessment activities considering cross-asset products.
• Engage with both technical teams and business stakeholders, effectively translating complex concepts into clear communications.
• Apply problem-solving, analytical thinking, and systems design to deliver robust solutions.
• Identify, track, and mitigate project risks and dependencies, coordinating resolutions with leadership and involved parties.
• Influence and align stakeholders across various organizational levels.
• Contribute to the implementation of substantial, highly available application projects.
• Maintain a delivery-focused approach ensuring timely and impactful results.
• Work through the full software development lifecycle in a structured environment.

Mandatory Expertise

• Minimum six years of experience in derivatives valuation and risk evaluation, particularly in banking and trading book domains.
• Strong knowledge of cross-asset derivatives pricing methods such as Monte Carlo simulations, partial differential equation valuation, XVA, and potential future exposure analysis.
• Technical aptitude complemented by a comprehensive understanding of financial business processes.
• Experience with quantitative pricing and risk methodologies.
• Familiarity with programming languages including Python, C++, or R is advantageous.

Qualifications

• Master’s degree in Computer Science, Quantitative Finance, Finance, or a relevant field.
• Additional certifications like CFA or CQF are favorable but not obligatory.