Assistant Vice President - Decision Science

Job Description

Principal responsibilities Develop understanding of the current and target states for the Financial Engineering Infrastructure and modelling processes Play a key role in communicating across teams impacted by the FE changes (such as Modelling teams, users, IT, CDO) FE BA will support the modelling teams and FE developers: Work with IT teams to assess production issues and direct them to the appropriate owners within the Financial Engineering or modelling teams Co-ordinate progress of the issue resolution using appropriate workflow tooling (such as JIRA) Work with the issue originator to clarify requirements Assist FE developers and modellers in addressing the issue and help produce relevant documentation Help to prepare test plans, scripts and execute functional testing of the models deployment Work with users to collate relevant approvals prior to go live with changes May need to guide modelling teams in adoption of the Financial Engineering coding excellence standards Requirements Degree in a quantitative subject and a minimum of 5+ years of experience as a Business Analyst in banking Knowledge in Credit risk modelling is required. This would include understanding of capital calculation approaches, loss distributions, credit ratings, model development and deployment lifecycle. Proficiency in data modelling, definition of sourcing, transformations, controls and lineage. At least intermediate proficiency in Python Proven Business analysis skills for the Agile delivery approach, including epics/user stories definition, preparation of the functional specifications, solution design, testing strategy definition and execution. Proficiency in JIRA. Prior experience in production support processes is highly desirable Strong written and verbal communication skills including high proficiency in Microsoft office (Excel, Word, PowerPoint) Self-starter attitude with a can-do mind set, excellent problem solving skills Experience in working with global teams across different geographies, culture and time-zones Strong interpersonal skills; ability to handle conflict and manage expectations . Proficiency in SAS is desirable Experience with Waterfall and Agile ways of working Certified Business Analysis Professional (CBAP) / FRM/PRM - Optional