Business Analyst (Market Risk)

Stellent IT LLC; Charlotte (NC); Hybrid; USD 110,000 - 150,000; Full time

Job summary

Stellent IT LLC in Charlotte, NC is seeking a Senior Business Analyst with 10+ years of experience to lead business analysis and translate reporting requirements for SBM, DRC and RRAO under the US Basel III endgame framework.

You will translate US FRTB requirements into technical reporting specifications, validate Standardized Approach and Internal Model calculations, and partner with Risk, Front Office and technology to ensure data lineage and accurate regulatory reporting, using SQL or Python

Qualifications

• At least 10 years of experience in business analysis within financial services.
• Experience translating regulatory reporting requirements into technical specifications.

Responsibilities

• Lead business analysis and translate reporting requirements for SBM, DRC and RRAO under US Basel III endgame framework.
• Translate US FRTB requirements into technical reporting specifications, validating SA and IMA calculations.
• Partner with Risk, Front Office and Technology to ensure data lineage and reporting accuracy.
• Design testing frameworks for UAT and regulatory reporting integration, reconciling outputs against benchmarks.
• Hands-on data analysis using SQL or Python to support regulatory reporting.

Skills

Business analysis

Regulatory reporting

Stakeholder management

Data lineage understanding

Tools

SQL

Python

Excel

Job description

Location: Charlotte, NC (two days hybrid)

Interview: Teams with final round in person possible (must be agreed upon at submittal)

Visa: NO H1

Exp Level: 10+ years

Duration: 12 months +

Please supply birth month an day and last four of SSN

Assessment link:

https://app.possobuild.ai/organization/quick_interview/422/2023

Business Analyst with 10 yrs exp

At least 5 years in Market Risk at Investment Bank

• Lead business analysis and translate reporting requirements for the Sensitivities based method(SBM) , Default risk charge(DRC) and Residual risk add-on(RRAO) under the US Basel III endgame expanded risk-based framework
• Translating US FRTB requirements into technical reporting specifications, validating Standardized Approach(SA) and Internal Model approach (IMA) calculations in technology framework
• Partnering with Risk , Front office, and technology team to ensure data lineage and reporting accuracy
• Good understanding of Risk sensitivities and Market data
• UAT & regulatory reporting integration by designing comprehensive testing frameworks , reconciling calculator output against benchmark models and support downstream integration into regulatory reporting framework
• Hands-on proficiency in SQL or Python for data analysis and reporting