Bilingual Business Analyst in Counterparty Credit Risk
$100K - $150K
Position
Bilingual Business Analyst in Counterparty Credit Risk
Summary
This role is based in New York, US. Visa/Work Permit could be offered to the eligible candidate. Our client, one of the biggest Japanese security companies, is currently seeking a bilingual Business Analyst. We are hoping to welcome a candidate who can share our ambition and challenge ourselves to create a brighter future.
Essential Duties
- Liaise with stakeholders across Exposure Management, Counterparty Risk Management, Risk Analytics, and Model Validation organizations to assemble business requirements for Credit Risk Technology projects.
- Guide assigned Credit Risk Technology projects under ownership through business analysis lifecycle to achieve successful implementation, on time with quality.
- Manage expectations of various stakeholder groups and help negotiate solutions to complex problems.
- Help assemble and manage detailed Counterparty Risk documentation such as functional specifications and facilitate technical design discussions with technology teams.
- Develop and review test cases/scripts, generate and validate test data extracts/reports in UT/SIT with ETL/Java/BI developers and in UAT with business users toward successful signoff on time.
- Investigate production issues associated with PV/EPE/PFE and related calculations for internal risk monitoring and regulatory credit risk reporting.
- Create and execute database queries to analyze production data in daily exposure reports and backtesting output, and identify causes of data issues.
- Communicate requirements gathered from local teams to remote global teams.
Working Location
This role is based in New York, requiring the successful candidate to be on-site (NY office) a couple of times a week.
Salary/Benefit
$100K - $150K
Holidays
Weekends, Holidays
Qualifications
- 10+ years’ work experience in Business Analysis in Banking and Capital Market domain.
- Excellent understanding of derivatives products' mechanics and life cycle, including Options, Futures, Forwards, and Swaps.
- Excellent understanding of Banking, Capital Market, Risk (Counterparty Credit Risk is preferred), PV/EPE/PFE, CSA, Collateral data (IM/VM), market data (FX, indices, volatility data), BASEL 3 regulations.
- Extensive Agile experience, including Scrum and Kanban methods using JIRA and Confluence.
- Data analysis capabilities (Relational database and Excel spreadsheet), proficient with SQL. MS SQL server DB and Databricks DB experience is a plus.
- Familiarity with Stored Procedure and Python is an advantage.
- SDLC awareness, including knowledge of quality issues in software development.
- Strong analytical, problem solving, and decision making skills.
- Ability to prioritize and effectively manage multiple tasks.
- Highly motivated, self-directed individual with the ability to work independently and in team environments.
- Excellent interpersonal, written and verbal communication skills.
- Effective presentation skills, combined with extreme attention to detail.
- Bachelor’s degree in Computer Science or Finance disciplines.