Business Analyst

mthree; Kraków; On-site; PLN 140,000 - 210,000; Full time

Job summary

Our client, a prominent global investment bank, seeks an experienced Traded Risk Business Analyst to support a major transformation programme within its risk function. You will help deliver risk systems that meet upcoming regulatory commitments (PRA/ECB) across multiple international locations, including London, Paris, Germany and the Middle East.

You will collaborate with Market Risk, Traded Risk, Front Office desks and regulatory analytics teams to document requirements, draft test plans, and

Qualifications

• Detailed knowledge of trading business and products, risk methodology and the regulatory framework across asset classes.
• Experience documenting requirements, validating functional specifications, and drafting test approach plans and UAT cases.
• Advanced Excel and Access (VBA level), SQL, PowerPoint and Visio.

Responsibilities

• Support delivery of the transformation agenda and regulatory commitments.
• Improve efficiency by replacing fragmented, manual systems and processes.
• Drive global consistency and a stronger control framework.
• Collaborate with Market Risk, Traded Risk, Front Office desks and regulatory analytics teams.

Skills

Trading risk knowledge

Regulatory framework

Exposure regression analysis

Excel VBA

SQL

PowerPoint

Visio

Risk system development

Project lifecycle

Risk Technology collaboration

Education

Finance or CS degree

Tools

Excel

Access (VBA)

SQL

PowerPoint

Visio

Job description

Our client, a prominent global investment bank, is looking for an experienced Traded Risk Business Analyst to support a major transformation programme within its risk function. You will help deliver risk systems that meet upcoming regulatory commitments (PRA/ECB) across multiple international locations, including London, Paris, Germany and the Middle East.

Key objectives of the role

• Support delivery of the transformation agenda, including upcoming regulatory commitments
• Improve efficiency by replacing fragmented, manual systems and processes
• Drive global consistency and a stronger control framework

Stakeholders

You will work closely with Market Risk, Traded Credit Risk, Front Office desks across all asset classes, regulatory and risk analytics teams, independent model review, traded risk control, wholesale credit and market risk functions, and Risk and Front Office Technology.

• Detailed knowledge of trading business and products, risk methodology and the regulatory framework, covering all asset classes, counterparty risk, market risk, cross-risks, trade characteristics and hedging strategies
• Strong command of Traded Risk terminology and concepts, including exposure calculation approaches, the Traded Risk internal controls framework, and Basel II and III
• Ability to perform exposure regression analysis and explain differences between production exposure and target system exposure by breaking down the underlying variables
• University degree in Finance, Computer Science or a numerate discipline
• Experience documenting requirements, validating functional specifications, and drafting test approach plans and UAT cases
• Ability to document processes using data flow diagrams
• Experience of risk system development cycles and working with Risk Technology teams
• Strong analytical ability to understand complex systems and to investigate and communicate system issues logically and constructively
• Solid understanding of project delivery and the project lifecycle
• Advanced Excel and Access (VBA level), SQL, PowerPoint and Visio
• Previous work with Risk Management or Product Control teams in a large financial institution