Job Title: Sr. Analyst-Counterparty Credit Risk- Job ID: 29095-1
Duration: 7 months
RESPONSIBILITIES INCLUDE (but are not limited to):
• Assist in coordination of business-related project activities across multiple stakeholder groups.
• Consult with stakeholders to understand the detailed objectives for internal customers including market risk, model development and validation, credit officers, portfolio managers and front office.
• Liaise with the stakeholders to syndicate results and present impact analyses.
• Create Detailed Requirements Specifications for vendor and internal delivery, covering one or more subject areas including: trade and market data inputs, counterparty limits and reference data, user interfaces and workflows, risk measures, capital calculations, reporting, stress testing, back-testing, non-functional requirements.
• Primary and integrated functional testing, including creation of test cases, test execution, tracking and reporting of results and obtaining sign-offs.
• User guidance and assistance during UAT.
• Participate in triage and tracking of issues and new development items identified throughout the project.
• Provide accurate timelines for assigned tasks and deliver against those estimates. Escalate delays or unexpected problems that may impede progress or delay implementation.
• Continuously improve understanding of subject matter relating to counterparty credit risk monitoring and other areas relevant to the project as necessary.
• Be proactive in identifying issues and proposing solutions.
TOP SKILLS / EXPERIENCE:
• This candidate should have 3 to 5+ years of experience within market risk or credit risk.
• 7+ years of experience as a BSA or BA. They need to have both technology and business-related experience due to the nature of this project.
• This role will be working alongside developer and technology individuals, so this person needs to be comfortable in that
• Understand the SDLC methodology
• Power user on Excel: Pivot tables
• Strong Data analysis
NICE TO HAVE SKILLS/EXPERIENCE:
• FRM & CFA
• Basic VBA or python experience
• University degree