The FM CCR BA Team requires a strong Business Analyst to lead several initiatives as part of the Counterparty Credit Risk Technology team. The deliverable will incorporate business and technology deliverables including system upgrades, business workflows and migrations, risk data and control implementations. In this function, the business analyst is responsible for high quality analytics requirements produced by the team, definition of target operating model, testing, training, and user support for various projects focused on Traded Credit Risk.
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Responsibilities
Work with relevant stakeholders (Traded Risk Management, Limits Monitoring, Reporting, Front Office etc) globally to deliver solutions for Counterparty Credit Risk (CCR) management and Front Office.
Responsible for the implementations of the new risk system and models (simulation, derivatives pricing, IM and VM collateral modelling and aggregation).
Work with external vendor on the upgrade of our pricing models and support the regression testing and model validation.
Manage measure implementations in ActivePivot including the dynamic collateral modelling under simulation (both IM and VM) and work closely with Model Validation to ensure approval for these models.
Be an interface between Risk managers, Counterparty Credit Risk Modelling and FO teams to collate all requirements and ensuring that these are translated into tangible ITO deliveries
Writing business requirements documents that fully and clearly cover the user requirements.
Planning the required testing ensuring traceability between requirements and test cases
Undertaking functional testing of the delivered functionality to ensure it meets the requirements, where required documenting issues and managing to resolution
Providing expert support to the business during User Acceptance Testing
Providing user training and support for system implementations including performing user verification testing where required.
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Skills
Must have
7+ years of experience in Indian and International trade finance domain