Business Intermediate Analyst

Responsibilities:

• Understand, analyze and explain counterparty mark-to-future exposures on derivative books to regional users.
• Dwell deep into the Potential Future Exposure/EPE/EAD/RWA calculation methodologies for Credit risk/BASEL 3 and be able to verify, cross check the exposure profiles generated by the systems.
• Where feasible develop excel prototypes to generate exposure profiles for basic products
• Ability to trace the changes in day to day exposures to changes in markets, books and or agreements
• Work closely with developers to improve/refactor code base and ensure agreed changes are manifested correctly by looking analyzing post release exposure numbers
• Conduct meeting with clients and key stakeholders to gather requirements, analyze, finalize and receive formal sign-off’s from approvers.
• Translate requirements into Business Requirement Document [BRD], Functional Requirement Document [FRD] and/or Minor Development Document [MDD].
• Facilitate and drive project meetings with both business and technology teams.
• Develop and review test scripts with business users as well as technology team. Execute test scripts for System Integration Test (SIT) and User Acceptance Test (UAT).
• Co-ordinate and/or conduct the Production Acceptance Testing (PAT) with the business users.
• Creates flow diagrams, structure charts, and other types of system or process representations.
• Manage changes to requirements and baseline through a change control process.

Qualifications:

• 5+ years of relevant experience
• Financial Risk Management
• Credit Risk Calculation for Daily Risk Management
• Knowledge of Security Finance Transaction (SFT) & Derivative products
• Working knowledge of various OTC Derivative products such as Options, Forwards, Futures and Swaps and their documentation, life cycle and risk characteristics.
• Excellent verbal and written communication skills
• Understanding of Basel II and/or 3 regulations.
• Exposure to Use cases, QA and UAT of projects.
• Deep working experience of flow charting, Visio, MS-Office applications, Excel, VBA.

Education:

• BE, ME, M Tech, B Tech, MBA
• FRM/CFA is preferred, Degree in financial mathematics, quantitative finance is ideal
• Additional Job Description

Additional Job Description:

• SDLC Aware & co-ordination and working with remote teams
• Knowledge of quality issues in software development
• Work to agreed deadlines as part of the remote development environment
• Have experience of working co-operatively in small to medium sized teams.
• Be Self-motivated and proactive.
• Be passionate about Financial Products Knowledge