Business Data Analyst / Project Manager - (Counterparty Credit Risk / Volcker)
Pierce Technology Corp, United States

• Analyze and document requirements from Model Risk (Quants) and other business teams
• Utilize SQL to perform deep analysis of business data to clearly communicate requirements and data anomalies
• Translate requirements into clear technical specifications for developers (i.e., current and future state operating models)
• Liaison with in-house development team to design amp; build solutions
• Work with Data Management and Governance teams to strategize data delivery
• Manage strategic projects by working with stakeholders and senior management to determine project scope, obtain project sponsor approvals, manage project timelines/deliverables, and communicate project status
• Work with users to document UAT test plans. Manage UAT and assist in testing. Track defects amp; resolutions.
• Work with IT and Business to document and assist with Production Implementation amp; validation plans

Requirements

• 7+ years of experience in bank capital markets as a business analyst with experience with Risk Management system implementations.
  Experience with Counterparty Credit Risk (CCR), simulation model and credit exposure (PFE, MPE, EPE)
• Good knowledge of Derivatives (e.g., Interest Rate, Credit, FX) and Exchange Traded Products (e.g., Options, Futures)
• Knowledge of margin, collateral, central clearing counterparty (CCP), stress test, backtesting in relationship to CCR is beneficial
• Knowledge of Front Office XVA desk workflow in relationship to CCR is beneficial
• Knowledge of Market Risk, VaR, derivative pricing, sensitivities is beneficial
• Knowledge of RWA capital requirements (CFTC Swap Dealer Capital Rules, FRTB) is beneficial
• Ability to work with developers effectively as a connection between business requirements and technical implementation
• Ability to communicate effectively and confidently with business users, technology teams members and management
• Attention to details and able to perform data analysis using SQL and validation for risks and valuations
• Bachelor's degree. Computer Science or Information Systems preferred

Job Rewards and Benefits