BA - Market Risk Analyst

Job description

Role description:

• Independently manage medium to large projects through the lifecycle and use BA tools proficiently
• (business requirement documents, functional specification documents, data matrix, Work Flow Diagrams
• etc.)
• Run test management processes for medium to large scale projects (Test Strategy/Approach
• documentation, managing User Acceptance Testing, building test plans and test scenarios, building
• implementation plans.)
• Assist our stakeholder businesses with their tactical/strategic solution requirements, services and/or
• program.
• Must be able to work with Technology, Risk Management, Risk Middle Office, and Front Office to identify
• and maximize opportunities that help in delivery of projects and to improve product, service and program
• business processes.
• Must have the ability to work with a team and train people on various subjects, structure the project
• governance model and also work together with regional counterparts to devise induction framework for
• all the resources entering into the project.
• Prepare project reports (weekly project update, monthly status update, highlighting risks, resource
• utilization, analyses trends, recommends adjustments that address or capitalize on these changes.)
• Run test management processes for medium to large scale projects (Test Strategy/Approach
• documentation, managing User Acceptance Testing, building test plans and test scenarios, building
• implementation plans.)

Skills, experience, qualifications and knowledge required:

• Strong understanding of capital market products and derivatives across asset classes
• Good knowledge of the Market Risk domain with project experience in areas like computation of risk
• measures (VaR, IRC, ES etc.), management of risk limits, risk reporting etc.
• Good understanding of the Basel norms, particularly FRTB and Basel 2.5 standards
• Ability to operate in both agile and waterfall style project methodologies and have an understanding of
• deliverables required for each methodology
• Attention to detail and high quality standards of documentation, processes and control environment
• Experience in the full E2E systems delivery lifecycle (SDLC)
• Detailed knowledge of all Microsoft Office products, i.e. Word, Excel, Power Point, Project and Visio
• Proficiency in data analysis, virtualization and BI solutions SQL, Python, Dremio, PowerBI, Alteryx,
• Tableau etc.
• Excellent communication, organization, prioritisation and documentation skills
• Flexibility – adapts effectively to changing plans, domains and priorities; Is open and flexible when faced
• with changing project constraints
• Deals comfortably with ambiguity – Stays on target to complete goals regardless of obstacles or adverse
• circumstances
• Rigorous follow ups through on all commitments to achieve results
• Excellent and demonstrable understanding of best practice approaches to functional testing especially
• User Acceptance Testing.
• Ability to identify any inefficiencies in processes and suggest ideas for automation and/or operating
• model changes.