Senior Business Analyst (Credit Risk Change) Senior Business Analyst (Credit Risk Change) …

Standard Chartered Bank
in Warsaw, Mazowieckie, Poland
Permanent, Full time
Be the first to apply
Competitive
Standard Chartered Bank
in Warsaw, Mazowieckie, Poland
Permanent, Full time
Be the first to apply
Competitive
Standard Chartered Bank
Senior Business Analyst (Credit Risk Change)
THE ROLE RESPONSIBILITIES
• Work with relevant stakeholders including Traded Risk Management, Counterparty Credit Risk Modelling and FO teams to deliver a new risk management system and CCR models.
• Become the key person for implementations of the new risk system and models (simulation, derivatives pricing, collateral modelling and aggregation).
• Conduct gap analysis of data (trade, market and reference) to enable accurate modelling of CCR.
• Work with ITO team on the ActivePivot (OLAP) platform to deliver the relevant components for the reporting solution including all risk measures and limit management components
• Writing business requirements documents that fully and clearly cover the user requirements.
• Plan and undertake the required testing ensuring traceability between requirements and test cases
• Providing user training and support for system implementations including performing user verification testing where required.


OUR IDEAL CANDIDATE

• Bachelor Degree in Math, Statistics, Economics, Computer science or other related analytical field (Masters a plus)
• In-depth understanding of Counterparty Credit Risk Models, Processes and Reporting
• In-depth understanding of OTC derivatives and the models used for pricing and risk
• Experience in delivering large, complex project in the Traded Risk field
• Excellent communicator and ability to work with stakeholders globally
• Experience with ActivePivot or other OLAP based technology is a plus
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