BA - Market Risk Analyst

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.