Sr. Business Analyst

ALL US VISA' s are accepted. But only W2 Role Summary : We are seeking a highly motivated Senior Financial Engineer to partner with Front Office trading, Risk Management, and Finance teams. The ideal candidate will bring deep domain expertise across FX and/or Interest Rate products, hands-on experience with trade lifecycle systems (with a strong preference for Murex), and the ability to bridge quantitative analysis with practical business outcomes. This role requires exceptional communication skills, strong SQL/database proficiency, and a track record of delivering solutions in complex, regulated environments. Core Responsibilities: Partner with Front Office (FX/IR) traders, risk managers, and finance stakeholders to design, validate, and enhance pricing, risk, and P&L processes Translate trading desk requirements into scalable technical solutions across trade capture, valuation, market data integration, and risk reporting Analyze and explain daily P&L drivers, sensitivities/Greeks, VaR, stress testing results, and hedging effectiveness; support investigations and root-cause analyses Design and optimize database queries, views, and stored procedures to support analytics and reporting with performance and data quality in mind Contribute to model implementation and controls: back-testing, benchmarking, and documentation aligned to governance standards Collaborate on end-to-end solution delivery: requirements, design, testing (UAT/SIT), deployment, and production support in partnership with Technology Proactively identify process and control improvements; drive automation and standardization to reduce operational risk and manual effort Communicate complex technical and quantitative topics clearly to non-technical stakeholders; produce concise written documentation and presentations Work across cross-functional teams (Front Office, Risk, Finance, Data/Tech) to ensure consistency of methodologies, data lineage, and reporting Support regulatory, audit, and governance requests with high-quality analysis and artifacts Required Qualifications & Experience: 10+ years of experience in financial engineering, front office quant/business analysis, risk analytics, or closely related roles supporting trading desks Demonstrated experience with FX and/or Interest Rate products (e.g., spot/forwards/swaps/options, IR swaps/options, cross-currency, basis, etc.) Strong SQL skills and comfort with querying databases; practical experience building/maintaining stored procedures and database views Excellent communication skills—both oral and written—with the ability to tailor content to traders, risk/finance leadership, and technology teams Proven track record of delivering results in time-sensitive trading environments with attention to control, data quality, and performance Solid understanding of risk concepts (Greeks, VaR, stress/scenario analysis), pricing methodologies, market data, and P&L explain Experience working through full SDLC in a controlled environment: requirements, testing, release management, and documentation Technical Skills: SQL (advanced) ability to write complex queries and understand stored procedures. Comfort with market data integration (curves, volatility surfaces, fixing calendars) and model parameter management Hands-on experience with trade lifecycle and data lineage across FO/MO/BO and Finance Preferred/“Huge Plus”: Direct, hands-on experience with Murex knowing simulation and fx products Prior work with interest rate curve construction, volatility calibration, and pricing libraries Experience with P&L attribution frameworks and risk-to-P&L alignment Familiarity with controls and governance for models/analytics in a regulated environment Exposure to BI/reporting tools for distribution of analytics to stakeholders Experience with valuation/risk platforms; strong preference for Murex (MX.3) including Front Office, Risk, and Back Office modules Familiarity with scripting/programming languages commonly used on trading/risk teams (e.g., Python, VBA; plus experience with dataframes/pandas is beneficial) Education & Certifications: Advanced degree in Financial Engineering, Applied Mathematics, Quantitative Finance, Computer Science, or related field (or equivalent practical experience) Relevant certifications or coursework in quantitative finance, risk, or data engineering are a plus Working Model: Collaborates closely with Front Office trading desks, Risk, Finance, and Technology Operates in a fast-paced environment with clear ownership of deliverables and stakeholder outcomes Hybrid/onsite expectations aligned with team needs (to be confirmed with hiring manager) Success Measures (Examples): Timely delivery of FO/Risk/Finance analytics with robust documentation and controls Reduction in manual processes and improved data quality/performance Clear communication artifacts (runbooks, design docs, P&L/risk explain notes) enabling repeatable, auditable processes Positive stakeholder feedback and measurable impact on desk efficiency, risk transparency, and reporting accuracy Longfinch Technologies