POSITION SUMMARY
Our client, one of the biggest Japanese IT companies, is currently seeking a Business Analyst. This position is based in New York, USA. Visa/work permit could be offered to the eligible candidate.
RESPONSIBILITIES
Liaise with stakeholders across Exposure Management, Counterparty Risk Management, Risk Analytics, and Model Validation organizations to assemble business requirements for Credit Risk Technology projects.
Guide assigned Credit Risk Technology projects through the business analysis lifecycle to achieve successful implementation, on time with quality.
Manage expectations of various stakeholder groups and help negotiate solutions to complex problems.
Help assemble and manage detailed Counterparty Risk documentation such as functional specifications and facilitate technical design discussions with technology teams.
Develop and review test cases/scripts, generate and validate test data extracts/reports in UT/SIT with ETL/Java/BI developers and in UAT with business users toward successful signoff on time.
Investigate production issues associated with PV/EPE/PFE and related calculations for internal risk monitoring and regulatory credit risk reporting.
Create and execute database queries to analyze production data in daily exposure reports and back testing output, and identify causes of data issues.
Communicate requirements gathered from local teams to remote global teams.
REQUIRED QUALIFICATIONS
10+ years’ work experience in Business Analysis in the Credit Risk domain.
Japanese reading and writing skill.
Excellent understanding of derivatives products' mechanics and life cycle, including Options, Futures, Forwards, and Swaps.
Excellent understanding of Counterparty Credit Risk, PV/EPE/PFE, CSA, Collateral data (IM/VM), market data (FX, indices, volatility data), BASEL 3 regulations.
Extensive Agile experience, including Scrum and Kanban methods using JIRA and Confluence.
Data analysis capabilities (Relational database and Excel spreadsheet), proficient with SQL. MS SQL server DB and Snowflake DB experience is a plus.
Familiarity with Stored Procedure and Python is an advantage.
SDLC awareness, including knowledge of quality issues in software development.
Strong analytical, problem-solving, and decision-making skills.
Ability to prioritize and effectively manage multiple tasks.
Highly motivated, self-directed individual with the ability o work independently and in team environments.
Excellent interpersonal, written, and verbal communication skills.
Effective presentation skills, combined with extreme attention to detail.
Bachelor’s degree in Computer Science or Finance disciplines.
LOCATION New York City Metropolitan Area
WORK STYLE Hybrid
SALARY USD 100,000-150,000
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