Business Analyst - Market Risk Change Job Description :&nbsp; Job title: Analyst/Senior Analyst Location : Krakow - Poland Experience : 3-5 years Job Duties - Business Analyst - Market Risk Change: - Market Data Analyst in the Market Risk Methodology team in (Krakow Business Park). The team is responsible for developing and maintaining the Group-wide Value-at-Risk model. Within the team you will be responsible for managing and maintaining large volumes of market data used in the firm's global Value-at-Risk model for the ongoing improvement of the IT platform in which the data resides. - Fundamental Review of the Trading Book (FRTB) is a Basel Committee on Banking Supervision (BCBS) initiative to overhaul trading book capital rules, with the aim of replacing the current set of measures under Basel 2.5 with a more coherent and consistent framework. - Develop FRTB compliant risk control framework - Support Back testing and PNL Attribution processes during parallel run - Provide analysis on FRTB Trading Book/ Banking Book classification and capital impact - Improve, streamline and automate the sourcing, management and maintenance of market data in the market data platform. - Manage, run and further improve the periodic re-calibration process of the Value-at-Risk model, develop and write requirements and design specifications for process, workflow and user-interface changes in the market data platform - Good understanding of the firm's Value-at-Risk model, financial products in a global bank portfolio, as well as the regulatory requirements in the market risk area - Perform UAT testing and provide recommendations for optimal implementation - Build FRTB related process and policy documentation - Interact and discuss with stakeholders across teams and regions - Conduct requirements-gathering activities, like evaluating services, using a variety of internal and external data and conducting end user interviews - Provide documentation of processes and business requirements - Support business architects by describing the business processes, including the organizational structures involved - Experience in Market Risk processes and methodologies including VAR &amp; exposure calculations. - Excellent understanding / exposure to financial instruments like Derivatives, Options, Futures, Forwards, Forex, Swaps, Money Market, Bonds, Equities - Analytical bend of mind, good ability to listen and communicate - Find and implement solutions - Support project management tasks - Familiar with current European regulations: Basel III, IV, CRD IV/V, DFAST, CCAR, FRTB, MIFID II, SA-CCR, LCR/NSFR and CoRep/FinRep, IFRS 9 Qualification:&nbsp; Bachelor's degree in Computer Science or Engineering/ MBA / FRM; Professional qualification (e.g. CPA, CFA, MBA, and Chartered Accountant) preferred or Strong academic background in Financial Accounting and Risk Management - Professional B.A. qualification (e.g. ECBA/ CCBA/ CBAP / PMI-PBA / IIBA-AAC/ PMI-ACP) preferred Skills Required Business analysis competencies: - You will be part of a dedicated FRTB working group within Market &amp; Treasury Risk Control (MTRC), and interact closely with MTRC Equities, Fixed Income, and Treasury teams. Your work will be in a dynamic and fast paced environment, in close collaboration with various business and control functions across the group.&nbsp; - In this role, you will be responsible for delivery of FRTB requirements from market risk perspective - primarily focusing on Back - testing and PNL Attribution processes. You will also be involved in assessment of risk control functionality, operating model, capital impact and TB/BB boundary; and in FRTB project management activities. The ideal candidate is familiar with risk processes and controls, has strong analytical skills, and interest in regulatory agenda. - Business analysis or project management experience in the financial industry - Strong analytical, problem-solving and synthesizing skills (you know how to figure things out) - The ability to interpret a set of technical requirements and develop robust solutions (you know what they really want) - Adaptable, able to work across teams and functions - Being familiar with Fundamental Review of Trading Book (FRTB) would be an asset - Identifying and documenting business requirements from key business stakeholders. - Act as a liaison between the Risk, Finance &amp; Regulatory reporting business team/s and the development and test teams - Accountable for all BA work products focusing mainly on the creation and delivery of Business/Functional Specification documents ensuring that they combine knowledge of what the business wants with knowledge of how the application is built - Strong programming skills in the statistical software R - Knowledge of database design and Oracle SQL - Competency in working with large data sets, statistical analysis, regression models - Knowledge of LaTeX document creation is a plus - Highly proficient in all Microsoft Office tools, including PowerPoint, Excel (confident with Pivots), Word - Good attention to detail and delivery focused - Cooperation with all stakeholders, including Trading, Risk and IT, to ensure that all developments integrate optimally within the IT ecosystem About CRISIL GR&amp;A: CRISIL Global Research &amp; Analytics (GR&amp;A) is the largest and top-ranked provider of high end research and analytics services to the world's leading commercial and investment banks, insurance companies, corporations, consulting firms, private equity firms and asset management firms. CRISIL GR&amp;A operates from centres in Argentina, China, India and Poland, providing support across several time zones and in multiple languages to global organizations. It has deep expertise in the areas of equity and fixed income research (covering global economies, 150 global sectors and over 3000 global companies), credit analysis, exotic derivatives valuation, structured finance, risk modelling and management, actuarial analysis and business intelligence. CRISIL GR&amp;A includes Irevna, Pipal Research and Coalition, firms which were acquired by CRISIL. For more information, please visit www.irevna.com, www.pipalresearch.com and www.coalition.com

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CRISIL - Business Analyst - Market Risk Change 

CRISIL - Business Analyst - Market Risk Change  ,Job Description for CRISIL - Business Analyst - Market Risk Change  in Crisil Ltd in  Overseas/International EU Others for (3-5) years of experience. Apply Now!

Job Description for CRISIL - Business Analyst - Market Risk Change  in Crisil Ltd in  Overseas/International EU Others for (3-5) years of experience. Apply Now!