Beschreibung
Senior Market Risk Specialist/Business Analyst (m/f)
Description
Market Risk IT is a core function within the broader IT function of the bank. We are responsible for building, implementing and maintaining IT solutions to support the Market Risk Control function of providing transparency, quantifying risks and ensuring we remain within the risk appetite as set by the firm.
In the context of the broader Risk Renewal Program of the bank and we are building a new Market Risk IT platform to replace the Legacy systems that are no longer fit for purpose. The Market Risk IT part of the Risk Renewal Program is split into multiple projects, which are managed by Front-To-Back (FTB) Project Managers and Business Analysts in close collaboration with IT development managers (Matrix organization). FTB Project Managers and Business Analysts take full accountability for defining and delivering the Market Risk IT solution.
The Business Analyst acts as a bridge between the business and IT organization, and provides a central contact point during the design, development, test and implementation phases. You will be responsible for the business requirements, the functional analysis and design documentation and the quality of the end solution.
The MACRO IT/Change team is facing off to the Market Risk Officers and Reporting teams responsible for the FX, Linear Interest Rates, Structured Interest Rates portfolios incl. Emerging Market portfolios and Treasury Market Risk portfolio across the bank.
To further strengthen the MACRO team, we are seeking a capable and experienced
Your main responsibilities will include:
- Work closely with the Project Manager, Market Risk Officers and the IT development team to fully understand and define business processes and supporting IT solutions front-to-back, ie from data sourcing through risk analytics to reporting, analysis and workflow functionality as a subject matter expert.
- Develop a deep understanding of the data for the respective Macro portfolios - act as go-to-person for data related issues and queries and work with Front Office and other parties to continuously review and enhance the data quality.
- Define and prioritize demand with business stakeholders across Market Risk Control, Methodology, Front Office and the IT development teams in line with the strategic business processes and IT architecture.
- Where required support the IT development teams by defining and clarifying business requirements and support with related data and requirements analysis.
- Take ownership for specific project deliverables and produce concise documentation of business requirements and solution designs.
This is a broad, challenging role that requires a combination of excellent business, product and sound IT knowledge, coupled with strong client-facing and interpersonal skills.
Requirements
The ideal candidate has the following qualifications and experience:
- Have 7+ years in Financial Services and must have Investment Banking experience.
- University Degree or Masters in IT/Computer Science or Finance/Economics/Business Administration.
- Excellent Market Risk Management background - ideally experience as Market Risk Officer - GARP or PRMIA certification is a plus.
- Very strong skills in the area of Risk Control/Management in Interest Rate and FX Risk (both Linear and Non Linear Risk). We are expecting the candidate to have peer-level discussions with Market Risk Officers.
- Strong business analysis skills, including gathering requirements and writing functional specifications.
- Possess good understanding of the full project life cycle and of change management processes.
- In depth knowledge of risk data processing concepts and business data content.
- Sound IT development and architecture background and understanding - the successful candidate will communicate and work effectively with software developers and IT architects.
- Good relational database and SQL skills as well as MS Excel, Access and Visual Basic skills; practical experience with Java or C is a plus.
- Good data modelling and data analysis skills.
- Experience with reporting solutions like Business Objects.
- Experience working on large scale, complex and global projects.
- Excellent communication and interpersonal skills, ability to adapt to different audiences and working styles/backgrounds in a global and diverse team.
- Strong initiative and sense of ownership.
- Well structured, very reliable and dedicated; high attention to detail.
- Flexibility and ability to define and implement pragmatic solutions under pressure where required.
- Fluent in English.