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Senior Business Analyst - FRTB in Toronto at Procom

Date Posted: 7/9/2018

Job Snapshot

Job Description

Job ID: 256710

Senior Business Analyst - FRTB

On behalf of our client in the Banking Sector, PROCOM is looking for a Senior Business Analyst to focus on implementation of Internal Models Approach (IMA) and Default Risk Charge (DRC)

Senior Business Analyst - FRTB - Job Description

  • 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

Senior Business Analyst - FRTB - Mandatory Skills

  • 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

Senior Business Analyst - FRTB -  Nice to Have Skills

  • 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)

Senior Business Analyst - FRTB - Assignment Start Date

ASAP - 6 months to start

Senior Business Analyst - FRTB - Assignment Location

Downtown Toronto