Business Analyst - Securitization & Basel Capital Regulations
Project description
The Business Analyst will work with Credit Risk team of UK Based Investement Bank and work collaboratively with Country Finance, Treasury, Group Liquidity Regulatory reporting and BAU teams to understand requirements and articulate them within the Business and data requirements document
Responsibilities
- To act as a business solution owner of the projects' target state and support analysis included in relevant concept and methodology papers required for preparation of BRDs
- To be accountable for ensuring that detailed requirements are documented in BRDs, and are duly signed off by relevant stakeholders
- To ensure that the new solutions comply with internal procedures / external regulatory guidelines and project deliverables are properly understood by business stakeholders, project team, and end-users.
- Analysis of new data sourcing to support ETL design and development
- Elicitation of data requirements and documentation of data mapping specifications for Funds Transfer Pricing (FTP) computation
- Analysis and fixing of data quality issues
- Validate all downstream data extracts
- To validate that the strategic system architecture proposed by Technology is fit for its business purpose and is in line with the agreed business target state
- To drive prioritization taking into consideration business benefits, delivery timelines, system performance etc.
- To centrally coordinate system interfaces/dependencies/change releases for the Treasury and Liquidity Reporting work streams and ensure alignment across all centres
- Test planning, coordinate testing, validate test results and obtain sign off from stakeholders
- To support the development of testing packs with predefined results sets
- To review test cases ensuring completeness of UAT coverage
- To monitor any gaps / defects identified, and work with Technology counterparts to track progress and ensure resolution
SKILLS
Must have
- Overall 6+ years of functional experience including minimum 3-5 years of working experience on Securitization
- Knowledge of Basel Capital regulations and good understanding of financial risk
- Hands on working knowledge on RWA Calculation, Securitization calculation and reporting in Capital space (both investor and originator positions)
- Expertise in SQL
- Experience with both waterfall & agile methodologies
- Experience in analysing data to draw business-relevant conclusions and in data visualization techniques and tools
- Strong communication and stakeholder management skills
Nice to have
Moody's experience
