Company Description
Vertus Solutions & Services designs and implements innovative financial and risk management solutions for clients across diverse sectors and industries. With a focus on excellence and operational efficiency, we solve complex business problems using financial analysis, subject matter expertise and technology implementation. Our ability to deliver high value solutions with predictable cost and timeline makes Vertus Solution a trusted partner for organizations seeking tangible transformation results.
Role Description
Business systems analyst for design, development and implementation of high value financial analytics and enterprise data solutions with AI enabled transformations for clients managing multi-trillion dollars of AUM. Strong knowledge of complex financial instruments across all asset classes and in-depth knowledge of derivatives structuring, modeling, valuation and analytics, index/benchmarks - from both quantitative and economic perspective.
Responsibilities
- Hands-on design and subject matter expertise of complex financial instruments, models and workflows and leading buy-side technology platforms
- Modeling, valuation and analytics of complex OTC products such as CDS, CDX, IRS, Swaption, TRS Bond/Equity, Options, Commodity and FX derivatives
- In depth analysis of complex market data requirements across all asset classes, and resolution of issues internally and across vendors
- Design, analysis, modeling, and mapping of financial data, working together with the development team to implement the models and workflows to achieve business goals
- Pricing and analytics calculation based on models and triangulation with market and cross-systems reconciliation
- Deep hands-on experience in databases, warehouses, datalake, large volume data query languages (SQL etc.), structured query language, Python, AI agents etc. to run advanced data analytics on massive volume of data
- Analysis and comparison of appropriate models, their inputs and establishing valuation and analytic standards to meet front, middle and back-office requirements
- Development and validation of quantitative, analytical and technological aspects of derivatives valuation capabilities, including the implementation of bespoke models
- Providing on-going communication to stakeholders on any data, modeling, valuation or analytics issues related to multi-asset-class financial instruments
- Validating existing models or specifying / building / testing models to support new products within the asset class
- Building data-driven solutions using various analytics frameworks to allow real vs model portfolio comparison using historical and/or simulated market data
- Analyze large amounts of financial data and create automated, scalable and robust data quality assurance process, develop functional and technical specifications of data-quality enhancement, design business processes and develop data mapping of key enterprise data concepts and subjects
- Implementation and validation of models for pricing and risk management of a wide variety of complex instruments and derivatives using advanced quantitative models/methodologies
- Comprehensive testing of portfolio management & analytic models and workflows, derivative pricing models, and performance and risk profiles
- Ensuring the quality and reliability of market data inputs and calibration of analytics
- Working closely with other product groups and global program team in order to participate in driving new products onboard and their valuation/analytics process
- Bringing insights of market views and industry best practices and design solutions for key business capabilities
Qualifications
- Strong experience in investment management data, valuation models and analytics of complex financial instruments across all asset classes including OTC derivatives valuations
- In-depth understanding of structure, risk characteristics and valuation of multi-asset class financial instruments including OTC derivatives
- Exceptionally strong hands-on experience of SQL / procedural SQL, scripting languages, Python etc. to analyze and develop insights from large volume of data
- Security lifecycle processing and analytics across all major asset classes
- Hands-on experience in financial instruments' data modeling, workflow design, pricing, and analytics
- Experience in Bloomberg, Reuters, Rating agency data and Benchmark data providers
- Strong experience in prototyping/POC using macro/plugins, Excel automation, BI tools/reporting etc.
- Analytical skills to assimilate information quickly and develop analytical insights
- Analysis and automation of processes and workflows to determine gaps and identify improvement opportunities
- Good oral and written communication skills, including documentation and presentation
- Strong team player with the ability to take ownership and deliver productively while working hybrid. Ability to work onsite as required.
- Able to work under pressure with tight deadlines and/or multiple projects with drive and attention to detail
- Ability to collaborate with remote team, synthetize / simplify business problems, deliver results on time
- FRM (Financial Risk Manager by GARP) / CFA (Chartered Financial Analyst) etc. beneficial