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.

Description

  • 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.

Profile

  • 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.

Job Offer

12 month contract with an initial contract offer of 6 months.

£550 - £650 per day LTD rate (dependant on level of experience)