ALM Risk Business Analyst
3 weeks ago
Skills required for this role (Must have)
ALM Risk domain : FRTB, VaR, Sensitivity, LCR, NSFR, IRRBB, MCO risk measures.
· SQL
· Excel
· Data Visualization
· Artificial intelligence (AI) - preferred
Job description
This is a business analyst role within Trading Risk domain with primary responsibilities including understanding, assessing, and implementing the changing risk management needs of the bank’s Market and ALM risk.
This role provides a balanced mixture of quantitative and qualitative exposures, with a blend of business analysis, data analysis and data visualization tasks.
Responsibilities
1. Undertake the business analyst role for Market and ALM Risk Domain.
2. Gather, analyse and collate users' requirements coming from business and risk stakeholders and produce the clear and detailed specifications for subsequent implementation in Market & ALM risk systems and central data store.
3. Evaluate and assess impact of business requirements to existing systems and applications to ensure sound and adequate functional designs.
4. Devise comprehensive test plans (including test scenarios and test cases) to validate system deliverables.
5. Conduct and manage User Acceptance Testing, Regression Testing, Simulation Testing and Live verifications to ensure system deliverables meet business requirements.
6. Plan relevant activities according to given timeline, ensuring timely deliveries to maximise business values for stakeholders.
7. Work with digital and business intelligence teams to drive data model and data pipeline review, design and development for reporting and various digital initiatives within Market and ALM Risk domain.
Requirements:
1. Degree in Banking/ Financial Engineering/ Computer Science/ Quantitative Finance discipline.
2. At least 3 to 8 years of relevant working experience as a business analyst, working alongside business users and technology teams throughout stages of system implementations.
3. Possess understanding and working experience in Market and/ or ALM Risk domain and able to demonstrate understanding of relevant frameworks such as FRTB, VaR, Sensitivity, LCR, NSFR, IRRBB, MCO risk measures.
5. Prior experience in implementing innovative digital/ Artificial-Intelligence solutions is an advantage.
6. Team player with strong inter-personal, communication, presentation, analytical and problem-solving skills.
7. Proficient in SQL, Microsoft Excel and preferably has working experience in data visualization tools (e.g. Qlik/ Tableau/ PowerBI).
“This is in partnership with the Employment and Employability Institute Pte Ltd (“e2i”).
e2i is the empowering network for workers and employers seeking employment and employability solutions. e2i serves as a bridge between workers and employers, connecting with workers to offer job security through job-matching, career guidance and skills upgrading services, and partnering employers to address their manpower needs through recruitment, training, and job redesign solutions. e2i is a tripartite initiative of the National Trades Union Congress set up to support nation-wide manpower and skills upgrading initiatives. By applying for this role, you consent to A-IT Software Services Pte Ltd’s PDPA and e2i PDPA.
Tell employers what skills you have
Machine Learning
Liquidity Risk
Financial Engineering
Regression Testing
Business Analysis
Translating
Test Cases
SQL
Banking
User Acceptance Testing
Excel
ALM
Business Analyst
interest rate risk
Business Requirements
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