Twenty are recruiting on behalf of a Bank who are looking for a Credit Risk BA to join their function. The successful candidate will lead the risk stream for onboarding a new affiliate onto the platform for Interest Rate products and will be part of the cross functional BA team servicing middle office technology related projects.
- Assist the deliver of the platform initiative from a credit risk and market risk technology perspective
- Perform technical analysis and design of target infrastructure updates related to PFE implementation for the new entity.
- Documenting detailed user requirements, validating pricing and simulation models using Markit FRA.
- Mapping Trade and Market data items from trade systems to QUIC format.
- Work closely with risk quants and development teams
- Work with the business to define a solution for eod/intraday credit risk monitoring
- Assist the project team to define appropriate testing methodologies and be involved running tests related to new product development.
- Work closely with relevant business and technology stakeholders to ensure effective and efficient implementation of the project
- Previous credit risk experience as a BA within Banking
- Experience with vendor-based calculation engines. IH Markit or Quic
- Strong business analysis skills and project lifecycle knowledge
- Background in implementing a PFE solution for interest rate and FX products
- Experience with murex desirable
- Proven stakeholder management skills