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Business Analyst (Risk Management & Stress Testing)

ポジション名: Business Analyst (Risk Management & Stress Testing)
雇用形態: 正社員
勤務地: Tokyo
職種:
給与: 10 - 12 Million Yen Annually
開始日: ASAP
リファレンス: RBCAP001
担当者名: Roland Bolinth
連絡メールアドレス: roland@visionconsulting.jp
求人公開日: February 26, 2018 13:33

求人要項

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

Location:                              Tokyo

 

JD:

 

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 
  management.
- 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 
  lifecycle
- Attention to detail and high-quality standards of documentation, processes and control
- Strong analytical skills