Job Description

Main responsibilities Responsible for the functional knowledge * Liaise with IT business lines contacts for clarification and understanding of requirements. * Analyze functional impacts conside Main responsibilities Responsible for the functional knowledge Liaise with IT business lines contacts for clarification and understanding of requirements. Analyze functional impacts considering technical constraints with technical lead's help. Prepare and present functional aspects of changes/evolutions to developers Draft detailed functional specifications/users stories for developers, in line with general specifications or list of requirements provided by project manager / Business Analysts. Support the technical development team in any functional aspects. Organize and keep up to date detailed functional documentation. Responsible for the functional testing of development Develop tests strategy in coordination with project manager / Business Analysts. Conduct continuous testing in development environment for development monitoring. Write functional unit test cases and functional test cases for system verification. Follow the user acceptance test and coordinate the prioritization with project manager Involved in support of application for functional incident 2nd level support work on request escalated from level 1 Reproduce, make first analysis and investigate verifying codification and data Analyze and/or solve functional problems in coordination with developers Requirements Work Experience: 6+ years as a Business Analyst in Investment Bank organization within Market Risk department Technical experience to be comfortable with data models and SQL Hands-on experience as liaison function between the onshore IT business lines and offshore technical teams and as primary functional support for development team Thorough experience in functional testing and validation of development Qualifications and Profile Functional Market Risk knowledge (Pnl explanation, VaR and Stress VaR analysis is a must) General banking and finance understanding and knowledge Market data (Volatilities, Curves, ), Sensitivities Regulatory knowledge (including Basel III, Basel II, Basel I, SIMM, FRTB, CVA, ) Technical SQL, XML, HTML, UML Other Professional Skills and Mind-set Ability to convey clearly and concisely ideas in a concrete and coherent way. Ability to easily communicate with multi-cultural team members Project cycle methodology Strong technical skills in tests methodology Strong organizational skills Strong ability to analyze and summarize Self-sufficient and pro-active in sourcing information Strong sense of confidentiality Nice to have Product Control knowledge (Pnl calculation and explanation, ) Financial products (Treasury, FX, Credit, IRD ) Usage of MS Office, MS Sharepoint, MS Project, MS Visio Understanding of UML Technical: Business object, data warehouse, BI