Luxoft | Senior Business Analyst

22 hours ago


Singapore Luxoft Full time

Project description
As a Business Analyst specializing in Market Risk, you will play a key role in understanding and translating business requirements into technical solutions. Working closely with stakeholders, you will analyze and document business processes related to risk management, identify areas for improvement, and collaborate with cross-functional teams to implement effective solutions. The MRD (Market Risk & Delivery) Section is part of the CMI (Capital Markets IT) Department and is responsible for development and maintenance of Market Risk applications used by worldwide users as well as the implementation of regulatory and investment projects.
Responsibilities
Responsible for the functional knowledge:
Liaise with IT business lines contacts for clarification and understanding of requirements.
Analyze functional impacts considering technical constraints with technical lead’s help.
Prepare and present functional aspects of changes/evolutions to developers.
Draft detailed functional specifications/users stories for developers, in line with general specifications or list of requirements provided by project manager / Business Analysts.
Support the technical development team in any functional aspects.
Organize and keep up to date detailed functional documentation.
Responsible for the functional testing of development:
Develop tests strategy in coordination with project manager / Business Analysts.
Conduct continuous testing in development environment for development monitoring.
Write functional unit test cases and functional test cases for system verification.
Follow the user acceptance test and coordinate the prioritization with project manager.
Involved in support of application for functional incident.
2nd level support work on request escalated from level 1.
Reproduce, make first analysis and investigate verifying codification and data.
Analyze and/or solve functional problems in coordination with developers.
SKILLS
Must have
6+ years as a Business Analyst in Investment Bank organization within Market Risk department.
Technical experience: to be comfortable with data models and SQL; XML, HTML, UML.
Functional experience: Knowledge of Market Risk, VaR, PNL, Greeks, SIMM, Margin requirements for non-centrally cleared Derivatives (BCBS 261), Initial Margin management – calculation, attribution analysis & back testing, Knowledge of Variation margin, CSA management & Collateral management.
Hands-on experience as liaison function between the onshore IT business lines and offshore technical teams and as primary functional support for development team.
Thorough experience in functional testing and validation of development.
Nice to have
Product Control knowledge (Pnl calculation and explanation, ...).
Financial products (Treasury, FX, Credit, IRD...).
Usage of MS Office, MS Sharepoint, MS Project, MS Visio.
Understanding of UML.
Technical: Business object, data warehouse, BI.
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