Business Analyst - Counterparty Credit Risk

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.

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

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

Business Analysis

BCM Industry

03/07/2025

Req. VR-115567