Liquidity Risk Business Analyst
- GBP550 - GBP650 per day GBP
- London, England, United Kingdom London England GB
- Temporary, Full time
- Michael Page Financial Services.
- 04 Sep 18 2018-09-04
My client looking are embarking upon a project to implement the PRA 110 regulatory requirement The project will utilise data gathered and solutions built in recent years to comply with the Pillar 1 Liquidity Coverage Ratio (LCR), the Net Stable Funding Ratio (NSFR) and the Additional Liquidity Monitoring Metrics (ALMM).
Top tier International Investment Bank based in the City.
- Performing requirements gathering and analysis and compiling formal Business Requirements and Functional Specification documents.
- Perform ad-hoc calculations on production data to validate proposed solutions.
- Formulating testing approaches, test plans and test cases.
- Performing system/integration testing and supporting business users with user acceptance testing.
- Compiling and presenting test results.
- Completing project/work-stream status reports.
- Business analysis experience working for a top tier bank
- Good knowledge and experience of Liquidity Risk including LCR; also ideally with experience of the ALMM COREP C66 template.
- Good knowledge of Derivatives, across a number of asset classes.
- A good knowledge of SQL (able to query and examine data, rather than build solutions).
- Knowledge of Moodys Risk Authority solution desirable.
- Ability and experience of working under pressure - both autonomously and within a team.
- Ability to liaise with business and IT stakeholders at all levels of the organization.
12 month contract with an initial contract offer of 6 months.
£550 - £650 per day LTD rate (dependant on level of experience)