Business Analyst - Market Risk - Historical Simulation

Role:

- The BA role will concentrate on supporting MR component deliverables from both a business and project execution perspective.

- Develop the detailed business requirements, high-level solution design and FRD to a clear and unambiguous standard as a solid foundation for implementation by Software Delivery (SWD).

- Promote visibility, understanding and approval of the requirements with all regional stakeholders at all stages of initiation and definition.

- Support the Project Manager with analysis and development estimates and risk/issue identification.

- Ensuring projects are delivered in a consistent manner and in such a way so as not to subvert the alignment to the target global operating model and to achieve it in an efficient manner

- Work closely with market risk managers, regulatory and risk analytics and system developers to define and agree detailed business requirements globally

- Understand the MR system data flows and model implementation methodology.

- Provide functional test plans and liaise with SWD to provide non-functional test plans, arrange test environments and testing support. Liaise with users to confirm test requirements and ensure suitable UAT test plans are constructed. Ensure all testing is conducted in an orderly and efficient way.

- Maintain Internal Control Standards, including the timely implementation of internal and external audit points together with any issues raised by external regulators.

- Be aware of the Operational Risk scenario associated with your role and act in a manner that takes account of operational risk considerations.

Brief:

- Risk in VaR (RiV) / Risk Not In VaR (RNiV) Projects.

- Risk Exposure Analytics and Report Building Projects (EEPE, Stressed EEPE, PFE etc)

- FRM or PRM Certification will be a plus.

Experience working on IRC, CVaR related projects.