Business Data Analyst / Project Manager - (Counterparty Credit Risk / Volcker)
Pierce Technology Corp
New York, new york
Job Details
Contract
Full Job Description
- Analyze and document requirements from Model Risk (Quants) and other business teams
- Utilize SQL to perform deep analysis of business data to clearly communicate requirements and data anomalies
- Translate requirements into clear technical specifications for developers (i.e., current and future state operating models)
- Liaison with in-house development team to design & build solutions
- Work with Data Management and Governance teams to strategize data delivery
- Manage strategic projects by working with stakeholders and senior management to determine project scope, obtain project sponsor approvals, manage project timelines/deliverables, and communicate project status
- Work with users to document UAT test plans. Manage UAT and assist in testing. Track defects & resolutions.
- Work with IT and Business to document and assist with Production Implementation & validation plans
Requirements
- 7+ years of experience in bank capital markets as a business analyst with experience with Risk Management system implementations.
Experience with Counterparty Credit Risk (CCR), simulation model and credit exposure (PFE, MPE, EPE) - Good knowledge of Derivatives (e.g., Interest Rate, Credit, FX) and Exchange Traded Products (e.g., Options, Futures)
- Knowledge of margin, collateral, central clearing counterparty (CCP), stress test, backtesting in relationship to CCR is beneficial
- Knowledge of Front Office XVA desk workflow in relationship to CCR is beneficial
- Knowledge of Market Risk, VaR, derivative pricing, sensitivities is beneficial
- Knowledge of RWA capital requirements (CFTC Swap Dealer Capital Rules, FRTB) is beneficial
- Ability to work with developers effectively as a connection between business requirements and technical implementation
- Ability to communicate effectively and confidently with business users, technology teams members and management
- Attention to details and able to perform data analysis using SQL and validation for risks and valuations
- Bachelor's degree. Computer Science or Information Systems preferred