Business Analyst Counterparty Credit Risk

Inviting applications for the role of Manager, Counter Party Credit Risk Business Analyst!

In this role, the Risk Change is involved in supporting Risk Management and Risk Middle Office teams in implementing various change and regulatory initiatives. Team is responsible for providing consulting, business analysis, testing and project management capabilities on strategic system enhancement/migration projects or regulatory change projects such as BCBS 239, FRTB etc.

Responsibilities

n The person is expected to play a BA role for the Counterparty Credit Risk (CCR) Change projects and work with local and regional stakeholders to manage the book of work to be delivered.

n Understand the Nomura CCR projects and the overall programme and build the knowledge of systems and processes to deliver the project book of work.

n 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.)

n 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.)

n Assist our stakeholder businesses with their tactical/strategic solution requirements, services and/or program.

n 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.

n Good practical experience in Counterparty Credit Risk Management, covering projects in areas like Exposure calculation PE, EEPE, EE etc., PD/LGD calculation, and regulatory capital for Credit Risk.

n Familiarity with Basel norms on computation of capital for Credit Risky assets across various asset classes and product types.

n 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.

n Prepare project reports (weekly project update, monthly status update, highlighting risks, resource utilization, analyses trends, recommends adjustments that address or capitalize on these changes.)

n Sound understanding of financial products and risk methodology across all asset classes.

n Ability to operate in both agile and waterfall style project methodologies and have an understanding of deliverables required for each methodology

n Attention to detail and high quality standards of documentation, processes and control environment

n Experience in the full E2E systems delivery lifecycle (SDLC)

n Detailed knowledge of all Microsoft Office products, i.e. Word, Excel, Power Point, Project and Visio

n Proficiency in data analysis, virtualization and BI solutions – SQL, Python, Denodo, Dremio, Power BI, Alteryx, Tableau etc.