2 Basel Reporting Jobs

>> Role & Responsibilities Work as a Business Analyst, Understanding of data and data architecture, metrics and the importance of these in the design and delivery of new dashboards. Able, to identify and engage data owners Ability to translate business requirements into technical requirements. Ability to a process mapping and have experience in Risk Transformation. Should have knowledge on requirement gathering and BRD/FRD documentation Relevant experience of controls required to assure quality and completeness of the solution and its data The ability to challenge what we are doing, to take our dashboard designs to the next level in terms of design and technology use. Experience of working with cross-line-of-business working groups to design dashboards and approve solutions Dashboard delivery Demonstrable experience of designing dashboards to meet the requirements of a diverse group of users. A solid understanding of risk management. Knowledge of the latest dashboard technologies and trends. Other Desirable experience: Programme delivery on strategic programmes Dealing with exec level management TOM development Regulatory Requirements mapping and gap analysis Governance and Reporting and MI / dashboarding delivery Knowledge of Counterparty Credit Risk, Exposure calculation methodologies (simulation, aggregation, limit monitoring). Experience of implementing both Modelled and Non-Modelled calculation algorithms. Previous experience of capturing & analyzing the daily movement of EAD numbers for Financing Products, calculating the counterparty credit risk. Previous experience of validated counterparty exposure on a daily, monthly, and quarterly basis using various metrics including Exposure metrics (PFE, EPE, EEPE, EAD etc ) and VAR computation using both Internal Model (IMM) and Standardized approaches like CEM. Hands-on Experience of Exposure Calculation (EAD/PFE) at Portfolio level for both Modeled (IMM) & Non-Modeled (CEM/SACCR , Credit VAR ,CEF) transactions. Working knowledge of calculating & reporting default risk for traded products. Understanding of adjustments at the counterparty level where traded product exposure (derivatives, debt and equity financing) was found to be erroneous and material to mitigate impact on risk monitoring, CVA, and RWA. Some exposure to credit risk reporting platforms and risk engine.

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.