Business Analyst - Credit Risk

Responsibilities:

- Responsible for writing business specifications, preparing discussion documents and performing quantitative impact studies on risk engine changes. The role involves close interaction with senior risk managers, quantitative analysts and IT on the development of risking methodologies and their implementation.

Main duties and responsibilities include:

- Investigate and analyse new risk engine requirements from risk managers

- Understand and document the requirements, verify IT functional specifications and perform quantitative impact analysis and assist in UAT

- Organise and lead meetings to gather requirements

- Maintain up to date knowledge on risking methodologies, system infrastructure and capabilities.

- Represent the team in various working groups and communicate timelines, progress and dependencies to other parties.

- Work as a member of an effective team, contributing to ad hoc requests without losing focus on primary objectives

Skills:

- Strong Business Analysis skills, including writing of Business Requirements Documents, Operating Models and Business Process Flows

- Knowledge of BII and BIII Regulations (specifically Risk inputs to the final RWA calculation)

- Business analysis for risk management systems (e.g. front office pricing platforms, Monte Carlo risk systems, or market risk VaR systems)

- Business analysis experience with an Investment Bank, Consultancy or Trading Operation (e.g. trading arm of corporate, asset manager, hedge fund, etc)

- Knowledge of derivatives pricing

- Understanding and experience in project lifecycle techniques

- Data analysis skills (Excel / Access / VBA / SQL)

- Knowledge of CVA

Contact: suparna@ikyaglobal.com