Global Investment Bank who are growing their FRTB team.. one of the few in the market who are focusing on the IMA as opposed to Standardised approach. The Risk Change function which sits within Risk management: manages regulatory and other strategic changes for various risk business functions. Partnered with technology and business functions on implementation, risk solutions, delivery of regulatory, strategic and business changes and initiatives.
Where does this role sit?
The Risk Change function which sits within Risk management: manages regulatory and other strategic changes for various risk business functions. Partnered with technology and business functions on implementation, risk solutions, delivery of regulatory, strategic and business changes and initiatives.
FRTB BA: Role description:
- Ensure adherence to project governance and control processes around project delivery
- Support development of well-defined project plan and effective tracking of achievements, issues and project deliverables
- Timely reporting of project status, issues, risks to various management team and governance forum as appropriate
- Leverage strong foundation of various market risk concepts to manage delivery of business mandatory market risk related changes
- Good communication skills and understanding of key Market risk business processes to support presentation of complex topics to senior management.
- Interprets the regulatory requirements in conjunction with various Market risk stakeholders to manage scoping of business requirements and delivery
- Act as business gate keeper, control issues being raised to IT and work with the business to ensure issues are raised appropriately and are fully understood/agreed globally.
- Works with lead BAs to assists IT teams with an understanding of requirements and functional requirements specification.
- Good team player who would be required to work closely with the global business, IT, BAs, QA and development team throughout project lifecycle.
- Work with lead PMs to organise and prioritise work for the global team within deadlines set and escalate as required.
Desired Skills and Experience:
- Equivalent work experience of 6+ years ideally in Market Risk management as a Business analyst or Business user or Project manager with strong interest in developing as a project manager
- Knowledge of key risk metrics (e.g. VaR, IRC, FRTB ) and other market risk methodologies.
- Experience in FRTB SA or IMA implementation would be advantageous
- Experience of business partner management, presentation and good written & verbal communication skills
- Exposure to various Devop tools (e.g. Confluence, JIRA) to manage project deliverables
- Prior experience in market risk system implementations and involvement in regulatory projects.
- Exposure to market risk systems, data and processes involved in generating market risk regulatory capital.
- High level understanding project management concepts and approach
- Track record of managing requirements, delivery and testing in a fast paced environment
- Strong attention to detail, accuracy and timeliness of delivery.
- Some experience in defining Testing approach, test plan and test co-ordination.
- Proven experience facilitating the elicitation of requirements from end users and translating them to user, functional and non-functional requirements for Development Teams. Work with development teams (IT) to clarify that design meets requirements.
- Detailed knowledge of all Microsoft Office products, i.e. Word, Excel, Power Point & Visio