Job Description
Twenty have partnered with an Investment Bank in London who are looking for a Technical Risk Business Analyst to join their Technology function.
Responsibilities:
- Lead the Risk stream for onboarding a new platform for interest rate products
- Prepare risk systems and implement PFE and credit risk monitoring
- Perform technical analysis and design of target infrastructure updated regarding PFE implementation
- Mapping Trade and Market data from the system to QUIC format
- Work closely with dev teams and risk quants to understand how products will map to existing PFE modelled/non-modelled calculation methodologies.
- Define a solution for EDO/Intraday risk monitoring for new entity
- Work closely with the technology project management and risk system vendors to define delivery schedules and validate package updates.
- Work with the project team to define appropriate testing methodologies and be involved running tests related to new product development.
- Act as a Risk Technology SME within the programme
- Build effective working relationships with technology risk, risk analytics, market/credit risk and front office teams.
Experience:
- Previous experience working as a Technical BA across market and credit risk
- Strong background in implementing a PFE solution for Interest rate and FX products.
- Experience with vendor based calculation engines desirable
- Ability to define and structure test plans, experience of guiding users through UAT phases
- Experience working with QuIC and Murex would be beneficial
- Proven stakeholder management skills with business and technology stakeholders
