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AVP_Business Analyst_Market Risk_Pune.

Think People Solutions Private Limited
Keywords / Skills : testing, Excel, stress testing, SDLC, Risk analysis, SQL, SAS
Posted: 21st Mar 2017

Banking/ Financial Services
Business Analyst
B.Com, B.E/B.Tech, B.Sc
Posted On
21st Mar 2017
Job Ref code
Job Description
Job Description
Thorough knowledge of Dodd-Frank Act
?Basel 2.5 and 3.0
?Fundamental review of books
?Has worked on apps related to calculating war, historic simulation, and stress testing, trading book testing someone with premier Inst.
?Maths or stats background
?Not a modeler, but quantitate analysis expertise.
?Model changes & testing model changes.
?Prototyping on VAR calculation engine and analyze before going to Risk analysis.
?IBs and Product cos best, Mysis, Calypso, SAS. Develops specification and trading applications (SUMMIT) ION trading etc.
?Analyzing lot of data and crunching it further.
?C12 to write BRDs, C11, C10s to support the effort
?Ability to write macros
?Data and model going thru changes
?Closely work with US, and global counterparts, users and colleagues
Job Purpose:
The purpose of the job is to design, develop, enhance enterprise applications in Risk Technology
Primarily using SDLC/SRLC methodologies in Market Risk area.
Key Responsibilities:
?Conduct the meeting with clients and key stakeholders to gather requirements, analyze, finalize and have
Formal sign-offs from approvers.
?Gather and conduct analysis of the business requirements.
?Translate the business requirements into the Business Requirement Document [BRD], Functional
Requirement Document [FRD] or Minor Development Document [MDD].
?Translate intricate business processes into clearly defined technology deliverables.
?Analyze complexity of various deliverables, their mutual dependencies; estimate effort and contribute to
Deciding project timeline in collaboration with local & global technology Lead.
?Work as a subject matter expert, business analyst, for core market risk functions like VaR calculation,
VaR/exposure reporting, PAA and Backtesting, Limit monitoring, Trading Mandates.
?Be a subject matter expert for regulatory requirements from Market Risk, including but not limited to
BASEL 2.5, Volcker, FRTB, BCBS239 etc.
?Develop a thorough understanding of suite of applications in market risk, functionality provided by existing
Applications and their limitations, future road map as driven by regulatory and internal priorities. Find gaps
and limitations in the applications and opportunities for consolidation in collaboration with the local and
Global technology leads.
?Develop a thorough understanding of data coming from various sources including front office and primary
risk/finance data sources, limitations and gaps in attributes required for various regulatory and internal
?Analyze and onboard limits and exposure reports for different limit tiers for business or regulatory
deliverables, perform similar onboarding and setup tasks using application tools which require subject
Matter expertise in Risk and Application knowledge.
?Provide application demos to users, and answer user queries related to daily risk management/reporting
If and when required.
?Conduct functional testing of application during development.
?Analyze and explain the results and releases and get user sign offs.
?Thorough knowledge of cash and derivative products in Fixed Income, FX, Equities and their sensitivities.
?Exposure to VaR methodologies.
?Knowledge of Risk factors and mapping.
?Local pricing and full pricing.
?Variance covariance matrices, simulation and aggregation.
?Linkage between Market Risk and Basel II/III.
?Excel prototyping.
?Analytical modeling of VaR Methodologies.
?Thorough understanding of financial products.
?Exposure to Use case methods.
?Articulation/ Written and verbal communication.
?Deep working experience of flow charting, Visio, MS-Office applications, excel macros.
?Knowledge of databases, SQL.
?Willingness to learn technologies for data access/data analysis as required.
?FRM/CFA is preferred. B.Tech, B.Com, BSc (Math) grads can also apply.
?Experience in Investment banking / capital markets is a must.
?10-12 years of experience is a must.
?Good change management discipline.
?Team work.
?Good written and verbal communication skills.
?Ability to explain domain concepts to Developers.Company Description
One of the Leading MNC Invest Bank
Thanks And Regards...
Nitesh Vishwakarma
SR. HR Executive

About Company
Think People Solutions Private Limited
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