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BA - Market Risk Analyst

BA - Market Risk Analyst

ConfidentialMumbai
18 days ago
Job description

Job description

Role description :

  • Independently manage medium to large projects through the lifecycle and use BA tools proficiently
  • (business requirement documents, functional specification documents, data matrix, Work Flow Diagrams
  • etc.)
  • Run test management processes for medium to large scale projects (Test Strategy / Approach
  • documentation, managing User Acceptance Testing, building test plans and test scenarios, building
  • implementation plans.)
  • Assist our stakeholder businesses with their tactical / strategic solution requirements, services and / or
  • program.
  • Must be able to work with Technology, Risk Management, Risk Middle Office, and Front Office to identify
  • and maximize opportunities that help in delivery of projects and to improve product, service and program
  • business processes.
  • Must have the ability to work with a team and train people on various subjects, structure the project
  • governance model and also work together with regional counterparts to devise induction framework for
  • all the resources entering into the project.
  • Prepare project reports (weekly project update, monthly status update, highlighting risks, resource
  • utilization, analyses trends, recommends adjustments that address or capitalize on these changes.)
  • Run test management processes for medium to large scale projects (Test Strategy / Approach
  • documentation, managing User Acceptance Testing, building test plans and test scenarios, building
  • implementation plans.)

Skills, experience, qualifications and knowledge required :

  • Strong understanding of capital market products and derivatives across asset classes
  • Good knowledge of the Market Risk domain with project experience in areas like computation of risk
  • measures (VaR, IRC, ES etc.), management of risk limits, risk reporting etc.
  • Good understanding of the Basel norms, particularly FRTB and Basel 2.5 standards
  • Ability to operate in both agile and waterfall style project methodologies and have an understanding of
  • deliverables required for each methodology
  • Attention to detail and high quality standards of documentation, processes and control environment
  • Experience in the full E2E systems delivery lifecycle (SDLC)
  • Detailed knowledge of all Microsoft Office products, i.e. Word, Excel, Power Point, Project and Visio
  • Proficiency in data analysis, virtualization and BI solutions SQL, Python, Dremio, PowerBI, Alteryx,
  • Tableau etc.
  • Excellent communication, organization, prioritisation and documentation skills
  • Flexibility – adapts effectively to changing plans, domains and priorities; Is open and flexible when faced
  • with changing project constraints
  • Deals comfortably with ambiguity – Stays on target to complete goals regardless of obstacles or adverse
  • circumstances
  • Rigorous follow ups through on all commitments to achieve results
  • Excellent and demonstrable understanding of 'best practice' approaches to functional testing especially
  • User Acceptance Testing.
  • Ability to identify any inefficiencies in processes and suggest ideas for automation and / or operating
  • model changes.
  • Skills Required

    Market Risk, Brd, VaR, model validation, irc, Stress Testing, model development

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