My client, a well-known Investment Bank, are looking to bring on-board an experienced Market Risk BA/PM with a deep understanding of market risk and associated data is required to lead the Market Risk workstream of the project. This is a hands-on role that requires collaboration with the existing project team and business users to complete the build, test and support a regulatory parallel run.
Key responsibilities:
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- Own market risk stream of the market data platform project
- Own end to end delivery of other projects going forward to ensure a timely, high quality delivery that meets business needs
- Resolve requirement queries raised by development and test teams
- Work with business users and other BAs to define test cases for the Market Risk stream
- Manage and execute functional and system integration testing
- Support and manage execution of user acceptance testing
- Manage a backlog of issues that need to be resolved
Must haves:
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- Strong knowledge of Market Data requirements and relationship with Risk, Finance and Operational processes and requirements
- Closely liaising with Risk and Finance business users to understand and manage their requirements, translating these into specifications that can be implemented by IT build teams in London
- Assisting projects through the full software development lifecycle from requirements gathering, solution design, all stages of testing and finally deployment
- Understanding of Market Risk processes such as Value at Risk (VAR) reporting, Incremental Risk Charge (IRC), Stress Testing and Back Testing
- Working knowledge of quantitative functions such as curve stripping and hazard rate or probability of default calculations and experience working with quantitative analysts
- Experience managing and executing functional, system integration and user acceptance testing
- Experience supporting and investigating issues arising from regulatory parallel runs for VAR
- A strong, proven track record of project delivery in the financial services industry with the ability to demonstrate:
- Working in geographically distributed software teams
- Delivering complex functionality in a pressured environment
- A knowledge or working experience with Asset Control, Xenomorph and Murex would be beneficial
- Experience with data migrations in the market risk space would be beneficial
Please do apply if you have the relevant experience.
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