Business Analyst (73014-1)

Location: Toronto, ON, Canada
Date Posted: 04-09-2018
Our client is looking for an experienced business analyst role focused on implementation of Internal Models Approach (IMA) Default Risk Charge (DRC). As a member of the FRTB BA team, you will be doing detailed business analysis of FRTB requirements for specific asset classes and identify gaps with respect to existing market risk infrastructure. You will handle business analysis aspects of IT delivery with focus on delivering functional requirements documents, excel prototypes of data processing and providing walk through of the detailed business requirements to Dev and QA teams. 

What will you do?
•       Develop detailed understanding of the FRTB requirements and implementation in RiskWatch 
•       Work closely with business users to understand business requirements and demo system functionality
•       Prepare high level and detailed requirements specifications for the project in accordance with SDLC objectives
•       Efficiently perform the day to day business analysis tasks including documentation of requirements, data analysis and UAT
•       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

What do you need to succeed?
Must Have
•       Experience working on projects related to market risk. Experience with Basel 2.5 IRC implementation is a plus.   
•       Understanding of financial products (Bonds, Equity, FX etc.) and their valuation
•       Strong knowledge of market risk management (Basel/FRTB, VaR, greeks etc.) is essential
•       8+ years previous work experience as a Business Analyst
•       Documentation skills – ability to succinctly articulate requirements, summarize data analysis and present to business users and development team
•       Strong proficiency in Excel and PowerPoint
•       Strong data analysis skills are required including analyzing large data sets in Excel and using SQL queries
•       Experience building enterprise scale applications involving large data volumes and computations
•       Bachelor’s degree in Information Technology, Computer Science or Quantitative finance, Mathematics or related field

 Nice to Have
•       Good understanding of Basel regulatory environment and its evolution and challenges 
•       Prior experience with Monte Carlo simulation in vendor products such as Razor etc.
•       Familiar with Agile/Scrum and experience with continuous integration development
•       Professional risk/finance certifications (e.g. FRM, PRM, CFA)
this job portal is powered by CATS