Business Analyst, Market Risk Management

  • Sector: LMA Asia Finance
  • Contact: Bryant Tan
  • Client: LMA
  • Location: Singapore
  • Salary: Negotiable
  • Expiry Date: 02 December 2022
  • Job Ref: BBBH403527_1667358095


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.

Key Responsibilities

  • 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

  • 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.
  • 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.
  • 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.
  • CFA L1 / FRM 1 / CIMA / ACA / ACCA
  • Knowledge of MDX including advanced dashboard design and MDX optimisation.
  • Prior use of Jira and Confluence.
  • Market Risk Calculations, Processes and Reporting
  • Quantitative models and pricing
  • Python Programming

Company Reg No.: 201131609D, Licence No.: 11C4684, EA Reg no: R1660533