BA – Credit Risk Engines (AVP level) recruitment

The Risk Engine BA team are responsible for writing business specifications, preparing discussion documents and performing quantitative impact studies on risk engine changes. The role involves close interaction with senior risk managers, quantitative analysts and IT on the development of risking methodologies and their implementation. 

Main duties and responsibilities include:

• Investigate and analyse new risk engine requirements from risk managers

• Understand and document the requirements, verify IT functional specifications and perform quantitative impact analysis and assist in UAT

• Organise and lead meetings to gather requirements

• Maintain up to date knowledge on risking methodologies, system infrastructure and capabilities and interdependencies in the Bank

• Represent the team in various working groups and communicate timelines, progress and dependencies to other parties in the Bank

• Work as a member of an effective team, contributing to ad hoc requests without losing focus on primary objectives

Person Requirements

• Excellent analytical and problem solving skills

• Clear and effective verbal and written communication skills

• Excellent people management and interpersonal skills

• Proven ability to deliver high quality and timely project work

Essential Experience

• Business analysis for risk management systems (e.g. front office pricing platforms, Monte Carlo risk systems, or market risk VaR systems)

• Business analysis experience with an investment bank, consultancy or trading operation (e.g. trading arm of corporate, asset manager, hedge fund, etc)

• Knowledge of derivatives pricing

• Understanding and experience in project lifecycle techniques

• Data analysis skills (Excel / Access / VBA / SQL)

Desirable Experience

• Knowledge of Basel III regulations

• Knowledge of CVA

• Experience of working in credit or market risk control environments

Qualifications / Experience

• Degree in quantitative discipline from a top institution or equivalent

• Post graduate degree in a numerate/quantitative subject preferred