Analyst - Valuation - BFS

Quantitative Analyst

Risk Transformation and Clearing Unit

Responsibilities:

- Prepare and present findings on analysis of recon issues in written and verbal reports to key stakeholders

- Understand data sources and map to target systems solutions.

- Understand business rules and requirements to solve specific use cases

- Apply company, business, Group and/ or relevant industry knowledge for analysis

- Query and connect data from disparate sources to identify areas where changes are required

- Utilise methodologies and methods for accessing, analysing and presenting data

- Analyse the quality of data and engage with relevant stakeholders to correct data (if and when necessary), thereby ensuring usability is in line with requirements.

- Check accuracy of data and if it is within relevant thresholds (reasonability) and compare the new output with existing requirements

- Keep up to date with new data assets and products to identify new opportunities, capabilities and trends that would add value to business

- Evaluate options based on business requirements and provide input into viable solution based on analysis

- Attend relevant priority session and provide motivation to get item prioritised

- Assist with processes to ensure proper handover and provide relevant artifacts to stakeholders

- Assist on reporting, data exploration, data presentation and recommend improvements

Qualifications and Experience:

- Minimum qualification - Relevant qualifications in quantitative finance, information systems, data analyst, computer science, engineering, or mathematics

- Minimum Experience -3 - 5 years related experience.

- Minimum Knowledge :

- An understanding of, and experience in, valuing banking book financial products from scratch (Bonds, FRNs, Fixed- and Floating Term Loans and Deposits, Interest Rate Swaps)

- Microsoft Excel

- Experience writing SQL queries and stored procedures.

- Ability to work under tight deadlines and handle detail-oriented tasks

- Capable of working effectively under pressure

- Collaborate with SME's and analysts to implement the solution

- Effective written and verbal communication to stakeholders

- Ability to learn quickly

- Self-starter and self-motivated

- Teamwork - focused and effective team communication

- Additional knowledge (Advantageous) :

- Understanding of Quantitative Finance

- Python, R

- Experience as a software developer in a professional environment

- Knowledge of Microsoft .Net and C#

- Experience in a Treasury environment

- Experience working with large datasets

- Ability to effectively analyse large datasets