Market Risk Business Analyst(NCS/Job/ 1382)

• 8+ years as a Business Analyst in Investment Bank organization within Market Risk department
• Technical experience to be comfortable with data models and SQL
• Hands-on experience as liaison function between the onshore IT business lines and offshore technical teams and as primary functional support for development team
• Thorough experience in functional testing and validation of development Market Risk knowledge (Pnl calculation and explanation, VaR and Stress VaR analysis)
• Product Control knowledge (Pnl calculation and explanation, …)
• Financial products (Treasury, FX, Credit, IRD…)
• Market data (Volatilities, Curves,…), Sensitivities
• Regulatory knowledge (including Basel III, Basel II, Basel I, SIMM, FRTB, CVA, …)
• Technical knowledge in SQL, XML, HTML, UML, Business object, data warehouse, BI
• Project cycle methodology
• Strong technical skills in tests methodology
• Strong organizational skills
• Strong ability to analyze and summarize
The Job
• Liaise with IT business lines contacts for clarification and understanding of requirements.
• Analyze functional impacts considering technical constraints with technical lead’s help
• Prepare and present functional aspects of changes/evolutions to developers
• Draft detailed functional specifications/users stories for developers, in line with general specifications or list of requirements provided by project manager / Business Analysts
• Support the technical development team in any functional aspects.
• Organize and keep up to date detailed functional documentation
• Conduct continuous testing in development environment for development monitoring
• Write unit test cases and functional test cases for system verification
• Follow the user acceptance test and coordinate the prioritization with project manager
• 2nd level support work on request escalated from level 1
• Reproduce, make first analysis and investigate verifying codification and data
• Analyze and/or solve functional problems in coordination with developers