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