Beschreibung
(Lead) Business Analyst # Market Risk #investment banking
We are looking to find a responsible and open minded candidate who adds value to our client's IT team. Our client is an international Swiss Bank.
Role/Key Responsibilities:
The CRO Change team is looking for a Senior Business Analyst to support delivery of the market risk capital framework capabilities to meet the Basel Committee on Banking Supervision (BCBS) consultative paper proposals regarding the Fundamental Review of the Trading Book (FRTB).
The role involves:
- Acting a multi-workstream Private Banking and Wealth Management CRO Change point of contact within the FRTB program.
- Identifying and documenting business requirements from key business stakeholders.
- Conduct deep dive analyses and gap analyses.
- Managing and supporting user acceptance testing.
- Work in partnership with key stakeholders and programs to define business solutions that deliver requirements.
- Responsibility for timely resolution of ongoing regulatory and industry group outcomes on business requirements.
- Facilitate/manage testing and issue resolution.
- Work effectively in and leading working groups with diverse Business stakeholders to ensure requirements and priorities are successfully met.
Key Skills and Experience:
Essential:
- Experience in market risk implementations
- Understanding on front to back systems, data and processes in generating market risk capital and P&L within an Investment Banking environment
- Good understanding and experience in calculation and application of VaR and other market risk capital methodologies.
- Track record of sourcing and defining clear and comprehensive requirements, analytical and problem-solving skills, strong attention to detail and accuracy and timeliness of delivery
- Effective stakeholder management
- Ability to communicate successfully (written and verbal)
- Independent and able to work with little supervision
Desired:
- Experience in similar regulatory capital calculation implementations.
- Professional qualification (eg CFA, MBA, CA, risk certification)
If this role excites you, and you feel you could take this next challenge in your career, then don't hesitate to send your application.
Good to know you!