Role
Business Analyst - Mkt & Liquidity Risk Market (IRRBB/ALM) & Liquidity Risk & RWA capital charge computation with 8+ years of experience.
Responsibilities
- Liaise with Risk business team to Understand and document detailed business requirements.
- Drive detailed design using Functional requirements and Ability to convert Business requirements into solution with given application constraints.
- Conduct Design review and Provide design decision for ALM and CM requirement.
- Data mapping with various upstream systems like treasury, core bank, trade finance and others.
Requirements
- An experienced consulting professional who understands solutions, industry best practices, multiple business processes or technology designs within GRC family.
- 10+ years of experience in Market (IRRBB/ALM) OR Liquidity Risk OR RWA capital charge computation
- Knowledge of Asset Liability Management (ALM) & Capital Management (CM) concepts.
- Experience of building at least one project from scratch with any ALM and CM system with focus on Knowledge of backend input tables used by ALM & CM applications and understanding of expected data attributes in these tables.
- Experience with rolling out at least one big project (multiple phased release or country rollouts) to production.
- Ability to transform the requirement for design and build teams for the required solution.
- Knowledge and Experience in Data Analytics, Ability to perform Data Gap analysis and suggest solutions.
- Basic knowledge of SQL
