Business Analyst

Stanowisko: Business Analyst

Miejsce pracy: Warszawa

Data dodania: 01.07.2021

DCG is a modern technology company, gathering in its ranks IT related professionals. Due to the continuous development and the large number of recruitment projects that we carry out for our Partners, we are looking for a person for the position:

Business Analyst

Responsibilities:

  • Liaise with stakeholders across the Risk and Front Office Technology, Counterparty Risk Management, Finance and Front Office business organizations, and external Market Regulators to assemble business requirements for Counterparty Risk Technology projects
  • Manage expectations of various stakeholder groups and help negotiate solutions to complex problems
  • Project manage complex Counterparty Credit Risk projects end to end. Accurately record, maintain, and report Program/Project management tracking data such as milestones via bank's internal project tracking systems
  • Help assemble/manage detailed documentation covering Counterparty Risk calculations and other processing, to be used to discuss technology implementation details with the Business users and Market Regulators in various countries/regions. Create flow diagrams, structure charts, and other types of system or process representations when appropriate
  • Facilitate and drive project meetings with both business and technology teams
  • Develop and review test scripts with business users as well as technology teams for System, User and Impact testing
  • Understand, analyse, and explain counterparty mark-to-future exposures on Derivatives books to users. Investigate Potential Future
  • Exposure/EPE/EAD/RWA and related calculations for internal risk management and BASEL regulatory capital reporting based on the exposure profiles generated by the systems
  • Ability to trace changes in day to day exposures to changes in markets, books and or legal agreements
  • Where feasible develop excel prototypes to demonstrate and analyse risk calculations

Requirements:

  • Experienced in Business Analysis and SDLC
  • 3+ years experience in the Capital Markets domain
  • Understanding of Risk concepts
  • Proficiency in MS Office (Word, Excel, Visio, PowerPoint)
  • Data Analysis capabilities (Database or Spreadsheet), with extensive experience using Excel
  • Understanding of the mechanics and life cycle of derivatives products, including Options, Futures, Forwards and Swaps is mandatory
  • Knowledge of Securities Financing Transactions (SFT) products an advantage
  • Potential Future Exposure, Margin (ISDA MNA and CSA), Collateral Haircut, Liquidity and Period of Risk, Settlement Risk
  • Understanding of Basel III/IV and any other relevant Risk Regulations and measures including PSE, RWA, EAD
  • Knowledge of Market Risk an advantage including Credit Value Adjustment (CVA)

Offer:

  • Private medical care
  • Life insurance
  • Multisport card
  • Competitive salary adequate to experience and skills

Przed wyslaniem CV/dokumentów aplikacyjnych, uprzejmie prosimy kandydatów o zapoznanie się z klauzulą informacyjną.

Po zapoznaniu się z klauzulą informacyjną podaną przez Administratora Danych dobrowolnie wyrażam zgodę na przetwarzanie przez Ogłoszeniodawcę moich danych osobowych, zawartych w mojej ofercie pracy, dla potrzeb procesu tej rekrutacji oraz dla realizacji przyszłych projektów rekrutacyjnych.

Agencja doradztwa personalnego (nr licencji 4642)

Dane spółki: Diverse CG Sp. z o.o. Sp.k., ul. Towarowa 28, 00-839 Warszawa                                                     

REGON: 141316780

NIP: 5222877930

KRS: 0000733458

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