Lead Analyst - Analytics Testing

As a lead business analyst for the CCR risk engine migration project, your role will involve: - Working closely with business users, risk managers, and regulatory teams to gather and document requirements for the CCR reporting migration. - Performing an independent gap assessment of the existing analytical models and the third-party analytical engine. - Collaborating with bank/vendor teams to perform impact analysis, RF scenario generation, parameters check, and independent replication of sample portfolio across asset classes. - Executing deep dive quantitative testing and stress scenario PFE testing. - Validating netting methodology. - Conducting iterative risk calculation validation and updating test cases for discrepancies. - Creating BRD/FRD to capture the migration and target state needs. - Establishing a data governance hierarchy and aligning SLAs with business objectives and stakeholder requirements. - Providing clear and detailed documentation with continuous updates. - Prioritizing and triaging issues with stakeholders. - Providing provision for alternate reports for parallel run. - Offering go-live and warranty support and readiness report. - Resolving post-go-live issues and logs. In addition to the above responsibilities, you will also be leading the offshore team. Qualifications required for this role include: - In-depth understanding of Credit Risk treatment of various trade structures, along with an understanding of capital requirements set out by the BASEL committee. - Proficiency in Banking products, including OTC/ETD Derivatives and SFT transactions. - Ability to clearly articulate an action plan to achieve all project milestones and proactively identify risks. - Exceptionally effective communication skills, adaptive learning abilities, and collaboration skills. - Cross-functional experience in handling issues with Risk, IT, and other business lines involved in the process. - Good understanding of the regulatory landscape.,