Business Analyst - BFSI

Business Analyst

- Contributing to the effective management of the Bank's balance sheet including liquidity monitoring

- Prepare weekly Treasury packs giving information on maturities and metric positions including Overall Liquidity Adequacy Rule (OLAR) and liquidity coverage ratio (LCR) to plan for weekly Treasury activity

- To develop and maintain the ALM models including reporting on Interest rate risk and Liquidity Risk.

- Support the execution of the Bank's IRRBB hedging programme

Technical skills:

- Graduate degree in mathematics or mathematical finance, statistics, physics, econometrics or a comparable education or equivalent qualification and at least 5-6 years relevant work experience

- Strong analytical skills & proven ability to structure and solve problems independently

- Knowledge of Python, SAS, SQL, Hive/Impala and other statistical programming languages and experience in visualisation and dashboarding

- Knowledge of BCBS368, IFRS 9/credit risk models and their usage in the Banking environment

- Experience of working in a big data environment, with Hadoop experience preferred

- Knowledge of various statistical techniques used in analytics (regression, time series, cluster analysis etc

Skillset : Mandatory - Required technical skill are Python, Hadoop, Hive, Impala