Risk BA – Stress Testing recruitment
Global Banking Group is looking for a couple of BA's to join their Global Stress Testing Projects Team within the Risk Reporting function.
The role is for a seasoned functional business analyst to help evolve a centralised risk reporting repository for the banking book. This centralised stress testing group is part of the group risk strategy function and provides reporting services to all areas of the bank including global banking and markets, wholesale banking, retail and insurance.
There are two roles with slightly different emphasis, where one is more focused on the calculation processes (Historical Simulation methodologies) and the other more aligned to resolving the data and systems issues (MI generation reporting) - both roles will however be within the technology group and involve liaising closely with the development teams.
These are quite senior roles and so significant banking book risk experience will be a required – ideally across Retail Wholesale products (covering Banking Book Risk, PD/LGD/EAD not Trading Book FO risk-EPE/PFE, Greeks etc). Regulatory reporting experience is essential and the broader the range of asset class exposure the better as you will need to understand the data attributes and requirements across all business lines when sourcing and validating the associated data. These roles are a hybrid of Business Analysis (Functional/Non-functional, BRD, BPM, Workflow) and Data Analysis (Data Mapping, interfaces, formatting, data attributes)