About this opportunity
Long Finch Technologies lists this Sr. Business Analyst opportunity in Rosedale, New York. Review the employer’s description below for duties, qualifications and application requirements.
Job description
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
Who can apply
Review the original listing for work authorization, qualifications and employer requirements.