Client: My client is a leader in consulting, technology services and digital transformation.
Role: Business Analyst (Risk Management & Stress Testing)
Salary Range: 10 to 12 Mio JPY
You are responsible for working closely with the risk management and IT functions in order to provide analysis for an ongoing stress testing project. The aim of the project is to move stress testing architecture from legacy to new systems.
Your tasks include:
- Performing UAT testing of new system architecture including running reports for risk manager review, and ensuring
traceability back to business requirements
- Working closely with risk managers to move scenarios from legacy platform onto the new architecture
- Reviewing functionality in updated architecture including full revaluation, 2D grids
- Escalating issues and bugs to IT to get fixed and prioritized in the book of work. Working closely with not only Risk IT but
different front office IT systems to get bugs fixed upstream
- Summarize and reporting the status of the scenarios being moved between systems to the project manager and senior
- Writing business and functional requirements as needed for any additional functionality required for specific scenarios to be
moved between systems.
What you can offer:
- Previous relevant experience in business analysis within risk management area
- A good understanding of derivatives in terms of pricing, calculation of sensitivities, 2D grids, extended ladders etc.
- Good IT skills including Python and SQL knowledge
- Understanding of overarching risk management including methodologies, reporting, risk processes and the underlying
- Attention to detail and high-quality standards of documentation, processes and control
- Strong analytical skills