Capco Technologies - Business Analyst - Market Risk

BA Market Risk Regulatory Reporting Analyst

Experience : 10+ years

Location : Hyderabad

Domain : Market Risk, Regulatory Reporting

Job Summary :

We are seeking a highly experienced and analytical Business Analyst (BA) with a specialization in Market Risk and Regulatory Reporting. The ideal candidate will possess over 10 years of experience in the financial services sector, with a deep understanding of market risk concepts, data, and regulatory frameworks. This role is crucial for bridging the gap between complex regulatory requirements, market risk methodologies, and technological solutions, ensuring accurate, timely, and compliant regulatory submissions. The analyst will drive the analysis, design, and implementation of reporting solutions, contributing significantly to the bank's risk management posture.

Key Responsibilities :

• Gather, analyze, and document detailed business requirements for various Market Risk regulatory reports, including but not limited to FRTB (Fundamental Review of the Trading Book), VaR (Value at Risk), Stress Testing, SA-CCR, and other Basel III / IV related reports.
• Translate complex regulatory guidelines and business needs into clear, concise, and actionable functional specifications, user stories, and acceptance criteria for development teams.
• Perform extensive data analysis, data lineage mapping, and data quality assessments for market risk data used in regulatory reporting, identifying gaps and inconsistencies.
• Collaborate closely with Market Risk Quants, Risk Managers, IT developers, Data Governance teams, and Compliance to ensure accurate interpretation and implementation of regulatory requirements.
• Design and optimize end-to-end data flows and processes for market risk aggregation and reporting, identifying areas for automation and efficiency improvements.
• Coordinate and execute User Acceptance Testing (UAT), including preparing test plans, developing test cases, managing defect resolution, and obtaining sign-offs.
• Create and maintain comprehensive documentation, including Business Requirements Documents (BRDs), Functional Specification Documents (FSDs), process flow diagrams, and data dictionaries.
• Develop a strong understanding of the calculation methodologies for various market risk

metrics and their impact on regulatory capital.

Required Skills and Qualifications :

ref : iimjobs.com)