Senior Business Analyst and Project Manager, Risk Transformation

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Job description Posted 24 November 2021

Senior Business Analyst and Project Manager, Risk Transformation.

Location - London

Rate - £550/Day PAYE or £705/Day Umbrella

Contract - 6 months

Role Purpose

To provide business analysis skills to document the business deliverables for Traded Risk.
To have knowledge of credit risk measures such as RWA, PFE, IMM, CVA VAR etc
To work independently without too much supervision or guidance from PM / Senior BAs in the global teams
The role will involve working with a Global Risk Transformation Credit Risk Engines team, and the candidate should have knowledge of all asset classes including rates, fx, credit and equities products.
To work under Agile project framework and use of ALM JIRA software for writing Epics/stories
To support End to End Test execution and demonstrate proficiency in software testing, stakeholder management
To write test cases, test defect management, good documentation standards under Agile with test evidence and audited sign offs.
To support project management responsibilities from time to time in the preparation of project status reports, identifying risks and issues, helping to prepare monthly reporting packs.
To investigate business queries / problems in relation to trade / static data feeds.

Essential Skill Requirements

10+ years in Investment Banking, Program Management and Business analysis.
To work independently without too much supervision or guidance from PM / Senior BAs in the global teams
Experience with regulatory program IBOR, BASEL III, FRTB or implementation of equivalent regulations
Confidence in communication internally at all levels; candidate will be dealing with Front Office, Middle office, Traded Risk management, Product Control, Quants and Technology teams on a daily basis who are both business and technically sophisticated.
Domain knowledge in both Market Risk and Counterparty Risk and asset classes and their implications in terms of market risk & traded counterparty risk. Specifically looking for experience/exposure in IR /FX / EQ and/or Credit asset classes

Project Manager and Business Analyst Experience

Good knowledge and experience of traded risk management gained through project implementation or systems development in an IT or change delivery function.
Strong problem solving skills, data analysis, basic knowledge of database query and Hands on experience of software and systems testing
Proven and demonstrable track record in risk business analysis and project delivery under Agile method
Strong problem solving skills, data analysis, use of MS Office, Visio and basic knowledge of SQL.
Hands on experience of software and systems testing.
Attention to details and investigative skills
Understanding of core project management activities and process, defined under PMI and Prince.
MS project and PMO tools such as Open Work Bench or similar tools for project management support, planning, risks and issues tracking.
Excellent written, verbal and presentation communication skills including extensive experience of interaction with senior management
Experience in working with senior stakeholders and presenting complex scenarios using visualisation tools to support decision making.
Release and UAT experience

Counterparty Risk Domain knowledge

Counterparty credit risk and collateral Management practices including understanding of simulation, pricing, aggregation and understanding of ISDA documentation
Understanding of those factors affecting credit risk management, its systems, processes and functions.
Credit Risk measures (e.g PD/LGD/EEPE/EE/OEM/CEM). & calculation methodology (e.g. PFE/VaR/CVA VaR)
Markets infrastructure, including trading systems and deal flows globally;
End to end processes relating to trade booking, risk, Finance and Product Control;
Trade events and how they affect credit risk;
Credit Risk business processes

Market Risk Domain knowledge

Knowledge of asset classes and their implications in terms of market risk. Specifically looking for experience/exposure in IR /FX / EQ and/or Credit asset classes.
Asset classes and their implications in terms of market risk.
Very strong understanding of market risk measures used for risk management.
Strong business analysis experience in Market risk context
Exposure to market risk reporting platforms and to risk engines
Asset Control or equivalent Market Data tool
Experience of querying aggregation CUBES of very large volumes of market risk measures across multiple dimension