Description
Credit Risk Business Analyst, Risk, Regulation, EAD PD LGD, Analyst, Documentation, Technical Functional Specifications, Credit Risk, Business Analyst, Risk, Counterparty, Credit Risk
My Client is a Major Investment Bank looking for a Credit Risk Business Analyst to join their team.
Duties will include:
User requirements capturing and detailed analysis thereof
Produce Business Requirements documentation
Work closely with Risk Methodology team and Quant Business Analysts to gain appreciation, data requirements and operation running of models (simulation, calibration and valuation models)
Conduct detailed analysis of data requirements (trade and market data)
Produce Functional Specification documents
Liaise with Risk IT to ensure understanding of requirements
Assist in gaining sign-off of Business Requirements and Functional Specifications
Liaise with upstream IT team data providers
Document functional test plans
Perform functional test execution of Risk IT implementation of functional requirements
Support UAT phases and provide education and training where necessary
Support the parallel running of Capital/RWA impact in preparation for FSA submission
Candidates Must Have:
Experience of counterparty credit risk management processes
Experience of counterparty credit risk measurement models (exposure profiles, underlying riskfactors etc)
Experience and understanding of OTC derivatives and appreciation of pricing/valuation
Strong business analysis skills
Hands on business analysis experience within an investment bank
Experience of capturing business requirements, process/model requirements and performing detailed analysis
Writing Business Requirements and Functional Specification documents
Understanding of strategic systems development life cycle
Testing Skills
Experience of writing functional test plans and test scripts
Strong understanding of test approaches
Experience of executing functional testing
Technical Skills
SQL
Strong Microsoft Excel skills
Strong documentation skills and use of Microsoft Word
If you have the above requiremenst then please apply.
Aston Carter Ltd is acting as an Employment Business in relation to this vacancy.