Risk Infrastructure Integration Business Analyst

1 month ago

Jersey City, United States Yablon & Associates Full time

Risk Infrastructure Integration Business Analyst


Location: Jersey City, hybrid work schedule 3 days onsite/2 WFH

Duration: 6+ months, strong opportunity to be extended

Rate: Pay rate $950 C2C or 1099 and $875 W2 (Medical/Dental/Vision benefits available)


Role Summary:

Join Risk Infrastructure Department in Risk Technology and play a key role in developing cutting-edge solutions that drive strategic risk management goals and objectives. We are looking for a unique blend of risk and valuation knowledge in financial products, combined with technical expertise, to bridge the gap between risk managers, risk quants, and development teams.

Primary function:

Supporting firm-wide regulatory Risk Based Capital calculation initiative

Transforming risk management approach to reduce capital requirements for US-based Registered Swap Dealer entity. The Risk team is leading a collaborative effort to develop a more advanced model-based approach, leveraging in-house and vendor risk systems to drive more accurate risk calculations.


  • Candidate will join the existing team tasked with migrating the credit risk processes presently spread across multiple risk engines to a single unified solution using Numerix as the counterparty credit risk engine. During the initial phases, vanilla equity, FX, and interest rate derivative trades were migrated. Now the team is progressing to migration of more sophisticated (light exotic and exotic) interest derivative trades originating from Murex and Bloomberg MARS.
  • As an SME/BA, candidate will play an active role working with risk quants in analyzing the trade terms and conditions and market data in the source systems and assist them in prototyping and testing those trades in pricing templates provided by Numerix in desktop and server environments. Candidate will be engaged in the full lifecycle, writing requirements for developers, testing, performing reconciliations, production deployment and post-deployment support.

General responsibilities:

  • Business process definition, requirements gathering and BRD preparation
  • Developing mock-ups, schematics, flow charts, etc. to solicit user input and feedback
  • Maintaining data dictionaries and data models for inputs and outs of risk processes
  • UAT coordination, user training, project management oversight
  • 3rd party fintech vendor platform evaluation and developing proofs-of-concept
  • Developing tools and rapid prototypes using Excel and scripting languages such as Python, and BI dashboards
  • Assisting risk managers and risk quants in quant code deployment, risk analysis, troubleshooting and investigations

Other functions:

As a member of Risk Infrastructure team, candidate will also participate in full life cycle of a broader array of projects such as:

  • Projects tied to further lowering of Risk Based Capital charges and responses to regulatory requirements.
  • Internal build-out of Initial Margin Rules for Uncleared OTC trades per ISDA SIMM framework and related model performance activities such as backtesting and benchmarking of IM
  • RTP, a firmwide multi-year Risk Transformation Program utilizing modern cloud-based technologies.
  • Risk Quant Lab, a suite of quant libraries and tools, developed by risk quants and deployed on desktops and cloud.

Desired qualifications:

  • 5+ years of experience in financial industry, preferably in sell-side capital markets institutions.
  • Experience in integration with off-the-shelf fintech vendor platforms such as Numerix, Murex, Bloomberg MARS, PolyPaths and AcadiaSoft
  • Excel, Oracle/SQL, Python, AWS technologies, Snowflake, Cloud-based BI tools
  • Strong written/verbal communication and presentation skills.
  • Undergraduate degree in a STEM field, preferably math, computer science or data sciences
  • Graduate degree in Financial Engineering, Computational Finance, or an MBA in Finance
  • Accreditations such as CFA or FRM are desirable but not necessary

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