Client Company is expanding its Market Risk Technology team to help drive business initiatives within the Financial Markets Technology investment programme.
We are seeking an experienced Market Risk Business Analyst to take a key role in supporting the existing Market Risk infrastructure and delivering the next generation of risk reporting and analysis tools.
In this role, you will be tasked with developing productive working relationships with Market Risk and FO business stakeholders (e.g. Risk Managers, Market Risk Operations, FO) in Singapore, HK, China, India, UK and other locations to ensure that their business requirements are captured and implemented accurately, as well as within the Bank's IT community, to ensure close cooperation and mutual support.
- Analysing and delivering new features within an efficient and robust data transformation, analysis, and reporting framework:
- Work directly with Market Risk business stakeholders to define the scope, capture business requirements, and define acceptance criteria in the form of User Stories.
- Hold workshops and model data flows and requirements to help elicit requirements.
- Work with developers and testers to ensure that the User Stories and Test Cases are fully understood and meet the Definition of Ready for development.
- Train and support business users throughout acceptance testing, release preparation, go-live and the post-implementation period of each new delivery, assuring a smooth transition into BAU.
- Supporting production issues as required.
- Ensure that knowledge (including maintenance of documentation) is shared throughout the BA team so that team members can support each other and maintain continuity. Good teamwork is essential.
- Participate in agile ceremonies such as Sprint Planning, Daily Stand-Ups, and Sprint Retrospectives.
Our Ideal Candidate
- Bachelor's degree (Masters a plus)
- 5 years previous experience as a Market Risk Business Analyst in an IT environment, or in a Market Risk environment with strong IT exposure.
- Market Risk certification such as FRM or CFM. Market Risk knowledge covering VaR, ES, sensitivity analysis, stress testing, and risk explain. The successful candidate will be able to demonstrate knowledge across multiple asset classes.
- Experience in regulatory engagement, regulatory reporting and/or addressing regulatory requirements e.g., Basel regulatory framework, CRD IV, BCBS239, FRTB.
- Data integration and a good understanding of ETLs which read and enrich data from various data formats such as CSV, JSON, XML, Parquet, Avro, OLAP, etc.
- Analysis and design of Market Risk databases.
- Use of BI tools to produce Market Risk reports.
- Proficiency in a query and analysis tool or language such as SQL, MDX, Python, specifically against databases.
- Strong analytical and problem solving and creative skills.
- Strong communication skills.
- CFA L1 / FRM 1 / CIMA / ACA / ACCA
Good to Have
- Knowledge of MDX including advanced dashboard design and MDX optimisation.
- Prior use of Jira and Confluence.
Other Preferred Skills
- Cultural awareness to work with a range of people from diverse background and geographies.
- Accomplish tasks accurately and on a timely basis with minimal supervision.
Role Specific Technical Competencies
- Market Risk Calculations, Processes and Reporting
- Quantitative models and pricing
- Analytical and writing skills
- Python Programming
- Project Delivery
Recruitment assessments - some of our roles use assessments to help us understand how suitable you are for the role you've applied to. If you are invited to take an assessment, this is great news. It means your application has progressed to an important stage of our recruitment process.
Company Reg No.: 201131609D, Licence No.: 11C4684