Business Analyst (Trading Risk)

Responsibilities

This is a business analyst role within the Trading Risk domain with primary responsibilities including understanding, assessing, and implementing the changing risk management needs of the bank’s Market and ALM risk.

• Undertake the business analyst role for Market and ALM Risk Domain.
• Gather, analyse and collate users' requirements coming from business and risk stakeholders and produce clear and detailed specifications for subsequent implementation in Market & ALM risk systems and central data store.
• Evaluate and assess the impact of business requirements on existing systems and applications to ensure sound and adequate functional designs.
• Devise comprehensive test plans (including test scenarios and test cases) to validate system deliverables.
• Conduct and manage User Acceptance Testing, Regression Testing, Simulation Testing, and Live verifications to ensure system deliverables meet business requirements.
• Plan relevant activities according to given timelines, ensuring timely deliveries to maximise business values for stakeholders.
• Work with digital and business intelligence teams to drive data model and data pipeline review, design, and development for reporting and various digital initiatives within the Market and ALM Risk domain.

Requirements:

• Degree in Banking/ Financial Engineering/ Computer Science/ Quantitative Finance discipline.
• At least 3 to 8 years of relevant working experience as a business analyst, working alongside business users and technology teams throughout stages of system implementations.
• Possess understanding and working experience in Market and/or ALM Risk domain and able to demonstrate understanding of relevant frameworks such as FRTB, VaR, Sensitivity, LCR, NSFR, IRRBB, MCO risk measures.
• Prior experience in implementing innovative digital/ Artificial-Intelligence solutions is an advantage.
• Team player with strong inter-personal, communication, presentation, analytical, and problem-solving skills.
• Proficient in SQL, Microsoft Excel and preferably has working experience in data visualization tools (e.g. Qlik/ Tableau/ PowerBI).