Description
Senior Counterparty Credit Risk Business Analyst, CVA, Data
Tier One Investment Bank Requires a Senior Business Analyst with Counterparty Credit Risk Experience to join their team in Canary Wharf working on a Regulatory Reporting Project for an initial 6 month contract.
The overarching Project is an implementation revolving around FINMA AND PRA by its go live date.
The role will include:
Provision of Exposure at Default (stressed and non-stressed) at an Entity, Counterparty, Book, Cluster & Product level
Provision of data to drive business, modelling & capital decisions and to respond to regulatory requirements
Updated process to feed into related processes for RWA/CVA leading to FINMA and PRA reporting
A business process, adjustment & control model agreed with business users ensuring that the process is robust, repeatable, auditable and controlled within its system infrastructure
The Responsibilities of this role
Responsibilities include:
Mapping 'as-is' and 'to-be' business processes
Ownership/responsibility for definition, documentation and signoff of end-to-end requirements for project streams within the CCSR programme.
Understanding and defining data sources and feeds for the regulatory calculators
Developing deep understanding of end-to-end data and functional requirements across many systems and business processes with a focus on Finance requirements in the first instance.
Understanding and managing key functional impacts on other project streams both within and outside the CCSR programme
Definition and review of test cases for UAT project phases
Execution of UAT within end-to-end project streams for specific test cases
Assisting junior team members as required
All Skills need to be CLEARLY VISIBLE within your CV/Application:
Experience working within a credit risk function or on credit risk projects.
Track record of strong business analysis skills in an investment bank or management consultancy.
Experience in a change function within a financial institution/professional services.
Experience of delivering within a Regulatory Reporting environment.
Quantitative analysis skills, good product knowledge (all asset classes), good understanding of credit risk modelling, knowledge of Basel III/CRDIV desirable.
Excellent data analysis skills: good SQL and advanced Excel skills.
Strong teamwork; proactive, solution-oriented mind-set
Ability to effectively work across technology/business silos in order to reach consensus and deliver coherent end-to-end functional solutions
Ability to communicate effectively with peers and management
Highly numerate.
If you wish to apply for the above position, please call me or email
Please be advised if you haven't heard from us within 24 hours then unfortunately your application has not been successful on this occasion, we may however keep your details on file for any suitable future vacancies and contact you accordingly. Adecco is an employment consultancy and operates as an equal opportunities employer.
Hy-phen Limited is acting as an Employment Business in relation to this vacancy.
The Adecco Group UK & Ireland is an Equal Opportunities Employer.