Posted By

user_img

Priti Goyal

Founder at Serving Skill

Last Login: 08 November 2024

Job Views:  
335
Applications:  72
Recruiter Actions:  1

Posted in

IT & Systems

Job Code

824899

IT Business Analyst - OTC Derivatives Domain

8 - 12 Years.Pune
Icon Alt TagWomen candidates preferred
Posted 4 years ago
Posted 4 years ago

IT BA - OTC Derivatives (Pune) (Diversity)


Education:

MANDATORY: BE, ME, M Tech, B Tech, MBA

PREFERRED: FRM/CFA is preferred, Degree in financial mathematics, quantitative finance is ideal

Key Responsibilities:

- Understand, analyze and explain counterparty mark-to-future exposures on derivative books to regional users.

- Dwell deep into the Potential Future Exposure/EPE/EAD/RWA calculation methodologies for Credit risk/BASEL 3 and be able to verify, cross check the exposure profiles generated by the systems.

- Where feasible develop excel prototypes to generate exposure profiles for basic products

- Ability to trace the changes in day to day exposures to changes in markets, books and or agreements

- Work closely with developers to improve/refactor code base and ensure agreed changes are manifested correctly by looking analyzing post release exposure numbers

- Conduct meeting with clients and key stakeholders to gather requirements, analyze, finalize and receive formal sign-off's from approvers.

- Translate requirements into Business Requirement Document [BRD], Functional Requirement Document [FRD] and/or Minor Development Document [MDD].

- Facilitate and drive project meetings with both business and technology teams.

- Develop and review test scripts with business users as well as technology team. Execute test scripts for System Integration Test (SIT) and User Acceptance Test (UAT).

- Co-ordinate and/or conduct the Production Acceptance Testing (PAT) with the business users.

- Creates flow diagrams, structure charts, and other types of system or process representations.

- Manage changes to requirements and baseline through a change control process.

- Ability to read code

Domain Experience:

MANDATORY:

- Financial Risk Management

- Credit Risk Calculation for Daily Risk Management

- Knowledge of Security Finance Transaction (SFT) & Derivative products

- Through knowledge of Repo, Reverse Repo, Securities Financing and knowledge of Derivatives such as Options, Forwards, Futures and Swaps and their documentation, life cycle and risk characteristics.

- Excellent verbal and written communication skills

- Understanding of Basel II and/or 3 regulations.

- Exposure to Use cases, QA and UAT of projects.

- Deep working experience of flow charting, Visio, MS-Office applications, Excel, VBA.

PREFERRED :

- Knowledge Of Financial Products

- Credit risk methodologies

- Basel Risk Calculations

Other Key Skill :

- SDLC Aware & co-ordination and working with remote teams

- Knowledge of quality issues in software development

PERSONAL SKILLS :

The successful candidate must:

- Work to agreed deadlines as part of the remote development environment

- Have experience of working co-operatively in small to medium sized teams.

- Be able to work on own initiative.

Didn’t find the job appropriate? Report this Job

Posted By

user_img

Priti Goyal

Founder at Serving Skill

Last Login: 08 November 2024

Job Views:  
335
Applications:  72
Recruiter Actions:  1

Posted in

IT & Systems

Job Code

824899

UPSKILL YOURSELF

My Learning Centre

Explore CoursesArrow
Apply on the go!

Download the iimjobs app to
apply for jobs anywhere, anytime

apple

Download on

App Store

playStore

Get it on

Google Play

appPromoQr

Scan to Download