IT Business Analyst in Counterparty Credit Risk

JOB RESPONSIBILITIES
•Liaise with stakeholders across Exposure Management, Counterparty Risk Management, Risk Analytics, and Model Validation organizations to assemble business requirements for Credit Risk Technology projects
•Guide assigned Credit Risk Technology projects under ownership through business analysis lifecycle to achieve successful implementation, on time with quality
•Manage expectations of various stakeholder groups and help negotiate solutions to complex problems
•Help assemble and manage detailed Counterparty Risk documentation such as functional specifications and facilitate technical design discussions with technology teams
•Develop and review test cases/scripts, generate and validate test data extracts/reports in UT/SIT with ETL/Java/BI developers and in UAT with business users toward successful signoff on time
•Investigate production issues associated with PV/EPE/PFE and related calculations for internal risk monitoring and regulatory credit risk reporting
•Create and execute database queries to analyze production data in daily exposure reports and backtesting output, and identify causes of data issues
•Communicate requirements gathered from local teams to remote global teams

JOB REQUIREMENTS
•6-8 years’ work experience in Business Analysis in the Credit Risk domain
•Excellent understanding of Counterparty Credit Risk, PV/EPE/PFE, CSA, Collateral data (IM/VM), market data (FX, indices, volatility data), BASEL 3 regulations, derivatives products' mechanics and life cycle, including Options, Futures, Forwards, and Swaps
•Extensive Agile experience, including Scrum and Kanban methods using JIRA and Confluence
•Data analysis capabilities (Relational database and Excel spreadsheet), proficient with SQL
•Familiarity with Stored Procedure and Python and MS SQL server DB and Snowflake DB experience is an advantage
•SDLC awareness, including knowledge of quality issues in software development
•Multi-tasking, strong analytical, problem solving, decision making and Excellent interpersonal, written and verbal communication skills
•Highly motivated, self-directed individual with the ability to work independently and in team environments, and effective presentation skills, combined with extreme attention to detail
•Bachelor’s degree in Computer Science or Finance disciplines

BENEFITS
Salary Range: USD80K-100K

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