Senior IT Business Analyst (Market Risk | FRTB) (FRTB) Singapore
The Opportunity
Adecco is working with a well-known investment bank in Singapore. They are located worldwide over 33 countries, where Singapore is one of their main IT hubs. We are seeking for a Business Analyst to participate in The Fundamental Review of the Trading Book (FRTB) which is a new piece of Basel committee regulation that will overhaul existing trading book capital requirements replacing Basel 2.5 package. This will shape the business processes of the bank for the years to come.
The Talent
- 6+ years as a Business Analyst in Investment Bank organization within Market Risk department
- Technical experience to be comfortable with data models and SQL
- 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 Market Risk knowledge (Pnl calculation and explanation, VaR and Stress VaR analysis)
- Product Control knowledge (Pnl calculation and explanation, …)
- Financial products (Treasury, FX, Credit, IRD…)
- Market data (Volatilities, Curves,…), Sensitivities
- Regulatory knowledge (including Basel III, Basel II, Basel I, SIMM, FRTB, CVA, …)
- Technical knowledge in SQL, XML, HTML, UML, Business object, data warehouse, BI
- Project cycle methodology
- Strong technical skills in tests methodology
- Strong organizational skills
- Strong ability to analyze and summarize
- Self-sufficient and pro-active in sourcing information
- Strong sense of confidentiality
The Job
- 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
- Develop tests strategy in coordination with project manager / Business Analysts
- Conduct continuous testing in development environment for development monitoring
- Write unit test cases and functional test cases for system verification
- Follow the user acceptance test and coordinate the prioritization with project manager
- 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
Next Step
Prepare your resume in word document (please include your current salary package with full breakdown such as base, incentives, annual wage supplement etc.) and expected package with your notice period (Including leaves to offset) and email it to TechnicalStaffing@adecco.com
All shortlisted candidates will be contacted
