Business Data Analyst

Found in: Appcast Linkedin GBL C2 - 2 weeks ago


New York, United States Pierce Full time
  • Analyze and document requirements from Model Risk (Quants) and other business teams
  • Utilize SQL to perform deep analysis of business data to clearly communicate requirements and data anomalies
  • Translate requirements into clear technical specifications for developers (i.e., current and future state operating models)
  • Liaison with in-house development team to design & build solutions
  • Work with Data Management and Governance teams to strategize data delivery
  • Manage strategic projects by working with stakeholders and senior management to determine project scope, obtain project sponsor approvals, manage project timelines/deliverables, and communicate project status
  • Work with users to document UAT test plans. Manage UAT and assist in testing. Track defects & resolutions.
  • Work with IT and Business to document and assist with Production Implementation & validation plans

Requirements

  • 7+ years of experience in bank capital markets as a business analyst with experience with Risk Management system implementations. Experience with Counterparty Credit Risk (CCR), simulation model and credit exposure (PFE, MPE, EPE)
  • Good knowledge of Derivatives (e.g., Interest Rate, Credit, FX) and Exchange Traded Products (e.g., Options, Futures)
  • Knowledge of margin, collateral, central clearing counterparty (CCP), stress test, backtesting in relationship to CCR is beneficial
  • Knowledge of Front Office XVA desk workflow in relationship to CCR is beneficial
  • Knowledge of Market Risk, VaR, derivative pricing, sensitivities is beneficial
  • Knowledge of RWA capital requirements (CFTC Swap Dealer Capital Rules, FRTB) is beneficial
  • Ability to work with developers effectively as a connection between business requirements and technical implementation
  • Ability to communicate effectively and confidently with business users, technology teams members and management
  • Attention to details and able to perform data analysis using SQL and validation for risks and valuations
  • Bachelor's degree. Computer Science or Information Systems preferred

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