Market Data Business Analyst (74240-1)

Location: Toronto, ON M, Canada
Date Posted: 19-06-2018
Job Description : Market Data Business Analyst – Risk Technology FRTB

The primary purpose of this role is to provide business analyst leadership across the global FRTB program focused on risk Market data and Scenarios management within client Capital Markets, mainly focus on support the new build of MDSS2 (new generation of Market Data and Scenario Service) to support the whole new FRTB risk functionalities. The Market Data Business System Analyst will work closely with multiple dev teams within client Risk IT to ensure a coherent and cohesive end-to-end platform for FRTB and future Enterprise and Local Market Risk, Credit Risk and Liquidity Risk. Working as part of a high performing team delivering a best-in-class technology platform across corporate systems, this individual will performing detailed business analysis of FRTB market data and scenario simulation requirements with GRA business users, providing BA support to the FRTB market data DEV team and working closely with other FRTB Dev/QA teams. The role is based in Toronto.

What will you do?
•       Business and data analysis in support of FRTB requirements; includes elicitation and documentation of business requirements, business rules and data sources.
•       Work closely with development team to explain the requirements, validate the design assumptions for various business scenarios and testing
•       Support QA team in creation of UAT test cases against business requirements
•       Project Life Cycle activities including requirements definition, design, testing and documentation.
•       Thorough data analysis of new / enhanced market risk data sources; analysis in support of process changes; development of data specifications.
•       Recommend solutions that satisfy sponsor/stakeholder needs - continually exploring and assessing options for value-add.
•       Data mining, reporting and database modeling experience is required
•       Act as a business subject matter expert resource, supporting development of application roadmap

Must Have
•       University Degree, advanced degree in Finance, Math, Engineering preferred
•       5 years work experience in Financial Institute Capital Market area
•       In depth knowledge on Capital Market financial products and market data across all asset classes (IR, EQ, COMM, FX, Credit), strong quantitative skills,
•       In depth understanding of Market Risk Management calculation, VaR, sensitivity and stress, P&L decomposition, etc;
•       Excellent understanding of third party vendors and data providers in market data domain
•       Strong SQL skills and strong MS Excel skills

 Nice to Have
•       Good understanding of Basel regulatory environment and its evolution and challenges
•       Familiar with Agile/Scrum and experience with continuous integration development
•       Professional risk/finance certifications (e.g. FRM, PRM, CFA)
•       Knowledge of relevant market data technology. Experience with time series database, i.e. FAME, HP Vertica
•       Experience with popular risk systems and trading systems in the market.

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