Business Data Analyst Project Manager Counterparty Credit Ris

Profile

Analyze and document requirements from Model Risk (Quants) and other business teams
Utilize SQL to perform deep analysis of business data to clearly communicate requirements and data anomalies
Translate requirements into clear technical specifications for developers (i.e., current and future state operating models)
Liaison with in-house development team to design & build solutions
Work with Data Management and Governance teams to strategize data delivery
Manage strategic projects by working with stakeholders and senior management to determine project scope, obtain project sponsor approvals, manage project timelines/deliverables, and communicate project status
Work with users to document UAT test plans. Manage UAT and assist in testing. Track defects & resolutions.
Work with IT and Business to document and assist with Production Implementation & validation plans
Requirements
7 years of experience in bank capital markets as a business analyst with experience with Risk Management system implementations.
Experience with Counterparty Credit Risk (CCR), simulation model and credit exposure (PFE, MPE, EPE)
Good knowledge of Derivatives (e.g., Interest Rate, Credit, FX) and Exchange Traded Products (e.g., Options, Futures)
Knowledge of margin, collateral, central clearing counterparty (CCP), stress test, backtesting in relationship to CCR is beneficial
Knowledge of Front Office XVA desk workflow in relationship to CCR is beneficial
Knowledge of Market Risk, VaR, derivative pricing, sensitivities is beneficial
Knowledge of RWA capital requirements (CFTC Swap Dealer Capital Rules, FRTB) is beneficial
Ability to work with developers effectively as a connection between business requirements and technical implementation
Ability to communicate effectively and confidently with business users, technology teams members and management
Attention to details and able to perform data analysis using SQL and validation for risks and valuations
Bachelor's degree. Computer Science or Information Systems preferred
Pierce Technology Corp

Company info

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