Information:
Job Vacancy Details
Business Analyst -Counterparty Risk
Financial Services
London
Temp ⁄ Competitive Daily rates based on experience
Updated February 18, 2012
The business analysts undertake the production of documentation and specifications for the agreed scope; validate these across the work stack; gain business sign-off and take responsibility around defining and coordinating functional, integration and user acceptance testing for each requirement. At every stage the analysts partner strongly with colleagues in IT to field questions in support of delivery and assist in the remediation of any blockages affecting delivery.
Role Specific Responsibilities
The role is for a lead-business analyst and the role specific responsibilities are:
• Interface between project manager (PM) and the book of work as captured on the team work stack
• Ensures adherence to team processes in relation to status updates, requirements capture, documentation, testing
• Reviewer of analysis artefacts produced by the other analysts on the team
• Source of advice and intermediate escalation point for the other analysts on the team
• Pursues, attains, maintains and documents domain expertise for the system, functionally and quantitatively
• Represents PM as delegate on appropriate meetings or workshops where necessary or required
Who we're looking for
• Experience with the full project life cycle: Business requirements gathering (split in internal requirements and regulatory requirements), current state analysis including legacy system data gathering support, interaction with quant modellers and IT developers, participation in and facilitation of quant model/IT feasibility trade-off work-shops, functional specification (collation, editing, review & chasing sign-offs by stakeholders), writing test concepts; designing and together with IT executing functional test cases, different testing cycles/approaches/methodologies, go-live support, project closure.
• Good understanding of usage and application of trading book credit risk models: Good intuition of regulatory quantities such as EE, EPE, CVA; intuition of statistical credit risk distributions; credit-specific knowledge such as importance of collateral (parameters, composition), corporate hierarchy trees and legal data, CSA's, regulatory netting sets; credit limits; down-stream regulatory reporting through Finance
• Excellent product/ process knowledge in OTC derivatives: FX, IR, inflation, equity products; collateral processes
• Relevant risk and source systems experience: Competent and familiar with typical investment bank system infrastructure; data tables and feeds (market data, counterparty static, transactional, collateral); very good user level of SQL (queries only, data mining & pivot analysis)
About our client
Top Tier Bank
What's on offer
Competitive Daily rates based on experience
Michael Page Contact
For further info, apply or phone on 020 7645 1457.
Job Ref: 13159213
Your application will be sent to Jason Taylor.
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