Business Analyst - Counterparty Credit Risk

6 - 11 years

13 - 18 Lacs

Posted:2 weeks ago| Platform: Naukri logo

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Job Type

Full Time

Job Description


Project description Luxoft requires a strong Business Analyst to lead several initiatives as part of the Counterparty Credit Risk Technology team. The deliverable will incorporate business and technology deliverables including system upgrades, business workflows and migrations, risk data and control implementations. In this function, the business analyst is responsible for high quality analytics requirements produced by the team, definition of target operating model, testing, training, and user support for various projects focused on Traded Credit Risk. Responsibilities
  • Work with relevant stakeholders (Traded Risk Management, Limits Monitoring, Reporting, Front Office etc) globally to deliver solutions for Counterparty Credit Risk (CCR) management and Front Office.
  • Responsible for the implementations of the Counterparty Credit Risk models (MtM simulation, PFE, EEPE, IM and VM collateral modelling and aggregation).
  • Work with external vendor and internal team on the upgrade of our pricing models and support the regression testing and model validation.
  • Manage measure implementations in ActivePivot including the dynamic collateral modelling under simulation (both IM and VM) and work closely with Model Validation to ensure approval for these models.
  • Be an interface between Risk managers, Counterparty Credit Risk Modelling and FO teams to collate all requirements and ensuring that these are translated into tangible ITO deliveries
  • Writing business requirements documents that fully and clearly cover the user requirements.
  • Planning the required testing ensuring traceability between requirements and test cases
  • Undertaking functional testing of the delivered functionality to ensure it meets the requirements, where required documenting issues and managing to resolution
  • Providing expert support to the business during User Acceptance Testing
  • Providing user training and support for system implementations including performing user verification testing where required.
    Skills Must have
  • 6-12 years of functional experience in Counterparty Credit Risk
  • Good understanding of financial & capital markets domain with sound knowledge of products in Financial Market trading (OTC, Derivatives and Repo products).
  • Advanced SQL knowledge
  • Coordinate User Acceptance Testing
  • Ability to multi-task and liaise directly with Risk Managers, IT partners and Front Office members.
  • Familiarity and demonstrates confidence working in an agile development environment
  • Self-starter who can manage timelines, drive/facilitate requirements and communicate with Developers
    Nice to have
  • Any experience with technologies such as PostgreSQL, Kafka or ElasticSearch is a plus.
  • Oracle PL/SQL knowledge, SQL Tuning is a plus
  • Scripting programming in Python is a plus
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    Luxoft

    IT Services and IT Consulting

    Zug New York

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