BA Credit Risk

As a Business Analyst, you will understand our business, customers, strategic goals and how the teams operate in order to support the realisation of the desired outcome by the team. You will be working in continuous close collaboration with the business and the feature team, making sure that the vision and requirements are transparent.
We will look to you to work across teams and stakeholders to capture, validate and document business and system requirements, making sure they are in line with key strategic principles, and translated from business operations, business objectives, or from external requirements.

You will also be:
Interacting with customers, key stakeholders and the team to obtain and document functional and non-functional needs
Supporting the team to analyse business requirements and technical specifications to see how they can be developed into small testable and releasable elements
Supporting the feature team in creating and executing test scenarios and test scripts, identifying and supporting cut-over and implementation tasks
Facilitating UAT as well as supporting platform and feature teams in executing the UAT
Supporting innovation by contributing to the design of high quality solutions which focus on providing demonstrable value to the business in a regular and timely manner

The skills you will need
To take on this role, you will need an appropriate business analyst certification, alongside a good understanding of Agile values, principles and methodologies with experience of working within an Agile environment.

You will also need:
Understanding of Counterparty Credit Risk, VaR, PFE, EPE, Financial Accounting and RWA management
Understanding of models for factor and sensitivity based and Monte Carlo risk calculators along with knowledge of CVA and XVA concepts
Good understanding of regulatory rules like BCBS, Collateral and Margin