AVP - Business Analyst - Market Risk

- Proactively identifying and documenting business requirements from key business stakeholders.

- Performing market risk analysis activities to validate data definitions and to support functional and non-functional requirements.

- Producing functional requirements for IT implementation.

- Work in partnership with IT teams to define business solutions that deliver functional and non-functional requirements.

- Ownership of functional issue resolution through the project delivery lifecycle

- Take responsibility for timely resolution of emerging methodology requirements.

- Facilitate issue resolution to ensure release schedule remains on track and functional issues are solved through appropriate solutions

- User Acceptance Testing including creating test plans, defect tracking and resolution and testing changes to core risk calculation engine used in daily VaR production team and calculation of regulatory capital.

- Work effectively in and leading working groups with diverse Business stakeholders and their teams to ensure requirements and priorities are successfully met.

- Defining and documenting procedures and training to support new business processes and applications.

Qualifications :

- Understanding of systems delivery lifecycles and delivery methodologies

- Excellent analytical and problem-solving skills

- 8 or more yrs of professional experience with several years of business analysis experience in risk management systems

- Strong attention to detail and accuracy and timeliness of delivery

- Good understanding and experience of VaR methodology, capital calculations and market risk concepts

- Appreciation of systems and data architectures in Risk, preferably in Market Risk

- Effective stakeholder management

- Independent and able to work with little supervision

- Ability to communicate successfully

- Team player, ambitious and focused

- Financial Services change experience in market risk management and preferably within Investment Banking environment.

- Track record of defining clear and comprehensive requirements

- Successful definition of innovative functional and technical solutions

Note :

- Business Analyst _ Domain Knowledge especially in regulatory space.

- BRD +FRD + UAT

- FDSF, CCAR, FRTB

- Market Risk Technical Understanding, VAR, Historical Simulations.

- Stress Testing etc.