Business Analyst - Market Risk

Experience - 5 to 8 years

Location - Mumbai, Bangalore , Gurgaon (WFO)

Must Have - VAR , Market Risk , Business Analyst ,

Responsibility

- Independently manage medium to large projects through the lifecycle and use BA tools proficiently (business requirement documents, functional specification documents, data matrix, Work Flow Diagrams etc.)

- Run test management processes for medium to large scale projects (Test Strategy/Approach documentation, managing User Acceptance Testing, building test plans and test scenarios, building implementation plans.)

- Assist our stakeholder businesses with their tactical/strategic solution requirements, services and/or program.

- Must be able to work with Technology, Risk Management, Risk Middle Office, and Front Office to identify and maximize opportunities that help in delivery of projects and to improve product, service and program business processes.

- Must have the ability to work with a team and train people on various subjects, structure the project governance model and also work together with regional counterparts to devise induction framework for all the resources entering into the project.

- Prepare project reports (weekly project update, monthly status update, highlighting risks, resource utilization, analyses trends, recommends adjustments that address or capitalize on these changes.)

- Run test management processes for medium to large scale projects (Test Strategy/Approach documentation, managing User Acceptance Testing, building test plans and test scenarios, building implementation plans.)

Requirement

- Exposure to Business Analyst tech.

- Knowledge of treasury products (Forex, Derivative, Fixed income and Money Market) with respect to Valuation and Pricing is a must,

- Experience of model validation/ Model development for treasury products and sound understanding of financial modeling and econometrics with respect to valuation and pricing,

- A sound understanding of Greeks, Risk calculation, VaR, Expected shortfall, Back testing of VaR will be preferable,

- Exposure to treasury IT systems will be preferred (e.g. Murex, Summit, Kondor Plus, Sungard, Calypso, Numerix etc.)

- Should have prior experience in risk related areas, viz., market and treasury risks

- Any experience of working on regulatory reforms like FRTB, IBOR, SA-CCR, SIMM would be added advantage

- Programming skills in VBA, Python, SQL will be good addition to the profile

- Should have strong communication skills with client facing experience

- Strong analytical and problem-solving skills. Possess strong data analytics skills and knowledge of advanced data analytical tools will be an advantage

- Have the ability to work under pressure - stringent deadlines and tough client conditions which may demand extended working hours. Ability to work well in teams