Business Analyst Market Risk

8+ years as a Business Analyst in Investment Bank organization within Market Risk department Technical experience to be comfortable with data models and SQL Hands-on experience as liaison function between the onshore IT business lines and offshore technical teams and as primary functional support for development team Thorough experience in functional testing and validation of development Market Risk knowledge (Pnl calculation and explanation, VaR and Stress VaR analysis) Product Control knowledge (Pnl calculation and explanation, ) Financial products (Treasury, FX, Credit, IRD ) Market data (Volatilities, Curves, ), Sensitivities Regulatory knowledge (including Basel III, Basel II, Basel I, SIMM, FRTB, CVA, ) Technical knowledge in SQL, XML, HTML, UML, Business object, data warehouse, BI Project cycle methodology Strong technical skills in tests methodology Strong organizational skills Strong ability to analyze and summarize The Job Liaise with IT business lines contacts for clarification and understanding of requirements. Analyze functional impacts considering technical constraints with technical lead s help Prepare and present functional aspects of changes/evolutions to developers Draft detailed functional specifications/users stories for developers, in line with general specifications or list of requirements provided by project manager / Business Analysts Support the technical development team in any functional aspects. Organize and keep up to date detailed functional documentation Conduct continuous testing in development environment for development monitoring Write unit test cases and functional test cases for system verification Follow the user acceptance test and coordinate the prioritization with project manager 2nd level support work on request escalated from level 1 Reproduce, make first analysis and investigate verifying codification and data Analyze and/or solve functional problems in coordination with developers