• New York, New York
• IT
• $100K~$150K
• Full Time regular employee
•  9:00-18:00
•  New

Job Description

Position
IT Business Analyst in Counterparty Credit Risk

Essential Duties
•    Liaise with stakeholders across Exposure Management, Counterparty Risk Management, Risk Analytics, and Model Validation organizations to assemble business requirements for Credit Risk Technology projects.

•    Guide assigned Credit Risk Technology projects under ownership through business analysis lifecycle to achieve successful implementation, on time with quality.

•    Manage expectations of various stakeholder groups and help negotiate solutions to complex problems.

•    Help assemble and manage detailed Counterparty Risk documentation such as functional specifications and facilitate technical design discussions with technology teams.

•    Develop and review test cases/scripts, generate and validate test data extracts/reports in UT/SIT with ETL/Java/BI developers and in UAT with business users toward successful signoff on time.

•    Investigate production issues associated with PV/EPE/PFE and related calculations for internal risk monitoring and regulatory credit risk reporting.

•    Create and execute database queries to analyze production data in daily exposure reports and backtesting output, and identify causes of data issues.

•    Communicate requirements gathered from local teams to remote global teams.

Working Hours, Working Style
9:00~18:00, Hybrid

Working Location
​​​​​​​This role is based in New York, requiring the successful candidate to be on-site (NY office) a couple of times a week. 

Salary/Benefit
​​​​​​​The expected salary ranges from $100,000 - $150,000. Salary offers are based on a wide range of factors including relevant skills, training, experience, education, and, where applicable, certifications and licenses obtained. Market and organizational factors are also considered.

Holidays
Weekends, Holidays

Qualifications
​​​​​​​ •    10+ years’ work experience in Business Analysis in the Credit Risk domain.

•    Excellent understanding of derivatives products' mechanics and life cycle, including Options, Futures, Forwards, and Swaps.

•    Excellent understanding of Counterparty Credit Risk, PV/EPE/PFE, CSA, Collateral data (IM/VM), market data (FX, indices, volatility data), BASEL 3 regulations.

•    Extensive Agile experience, including Scrum and Kanban methods using JIRA and Confluence.

•    Proficiency in Japanese(Native level)

•    Data analysis capabilities (Relational database and Excel spreadsheet), proficient with SQL. MS SQL server DB and Databricks DB experience is a plus.

•    Familiarity with Stored Procedure and Python is an advantage.

•    SDLC awareness, including knowledge of quality issues in software development.

•    Strong analytical, problem solving, and decision making skills.

•    Ability to prioritize and effectively manage multiple tasks.

•    Highly motivated, self-directed individual with the ability to work independently and in team environments.

•    Excellent interpersonal, written and verbal communication skills.

•    Effective presentation skills, combined with extreme attention to detail.

•    Bachelor’s degree in Computer Science or Finance disciplines.
 

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