Counterparty Credit Risk Manager

ROLE DESCRIPTION

This role requires a strong hands-on Business Data Analyst to work closely with the CVA Data Service Product Owner and Project team in supporting analysis, planning and execution of complex, large scale projects from definition to closure. They are responsible for the end-to-end business analysis of data related subject matter or issues/exceptions, proactively balancing priorities, team, outcomes and benefits.

Preference will be given to candidates with strong hands-on business analysis experience, preferably in counterparty credit risk, market risk and XVA.

Objectives of CVA Data Services

CVA Data Services is a newly created application, centralising Counterparty Risk related information and then making this available as a distribution platform. The primary objectives are:

• Provide Counterparty risk related data sets to Front Office as required by the XVA calculation.
• Provide Risk, Reg Finance, Product Control with data sets as required by XVA use cases.
• Ability to override data with changes captured in a detailed audit trail.
• Data is consistent, accurate and timely, provided within a quality assurance framework.
• Utilising trusted and non-trusted data sources, delivered within a control framework.
• Provide an accompanying data dictionary, detailing any implemented filters and business rules (data logic).

Qualifications, Skills, Experience, and Subject Matter Expertise

• Business Data Analysts will need to analyse the data quality issues and engage with business users, data sources and project teams to navigate to solutions and ownership across stakeholders, dealing with different interests and resolving disagreements and conflicts, and needing to challenge the proposed solution and decisions, as applicable.
• Experience in defining target op model and roles & responsibilities.
• Strong self-starter with strong change delivery skills who enjoys the challenge of delivering change within tight deadlines.
• Structured and organised analyst with strong data and business analysis skills, experience of big data programmes in is preferred
• Ability to manage multiple priorities and enthusiastic / energetic problem solver to join an ambitious team
• Attention to detail, good knowledge of SDLC and formal Agile processes, and a willingness to test products as part of the delivery cycle
• Ability to communicate effectively in a multi-programme environment across a range of stakeholders
• Ability to perform data analysis using SQL
• Experience in Counterparty Credit Risk or BASEL 3 (BS.1) is preferred