MUST HAVE at least 5 years of experience as a Business Analyst in Quant Risk Functional / Technical Competencies:
THE BANK counterparty credit risk uses an advanced model for PFE so the BA needs to be quantitative and familiar with these advanced tools.
THE BANK use a vendor based calculation engine, S&P Global and FraimWRX (formerly known as Quic) and that although prior experience using FraimWRX is desirable similar hands on experience with other vendor or proprietary pricing and risk engines is acceptable .
Strong business analysis skills and project lifecycle knowledge
Knowledge/experience of gathering business requirements and compiling business requirements documents and functional specifications
Ability to define and structure test plans, experience of guiding users through UAT phases
Ability and experience of working under pressure
both autonomously and within a team
Konwledge of investment banking
Strong background in implementing a PFE solution for Interest rate, FX and Credit products.
Knowledge of key Credit risk topics. A Minimum of 5 years experience woking in these domains.
Experience of working with FraimWRX and/or Murex would be benficial
Ability to liaise with business and IT stakeholders
Solid communication skills
both written and oral Education / Qualifications:
Degree level. Personal Requirements:
Work experience in the Securities Industry, preferably in a similar role
Proactive and self-starting individual with high levels of ownership
Proven ability to organise and prioritise own workload and drive results
The ability to demonstrate strong decision making skills/sound judgements
Proactive and self-starting individual with high levels of ownership
Flexibility to adapt to urgent tasks as well as undertaking longer-term solutions
Strong interpersonal skills together with the ability to influence others and make decisions
Strong problem solving skills with a logical approach
The ability to collaborate and partner across the firm
