|部署・役職名||Market Risk Business Analyst for Securities|
Responsible for business requirements gathering, documentation and sign off and for trackability; mapping to functional solutions and where appropriate, specific regulatory rules
Responsible for documenting business requirements and other artefacts required for adherence to change management framework.
Define problem statement in consultation with SMEs and gain agreement with wider stakeholders for a clear path to resolution
Confidently lead workshops to gather requirements from senior stakeholder; participate positively in key project forums
Support PMs / SMEs to analyze and document the impact of change （regulatory or otherwise） to business process, operational procedures and operating model.
Coordination with global development teams to communicate the business requirements, support the development of the function requirements documents and participate in testing
Support implementation of project deliverables through waterfall/agile based approach
Identify risks and issues that could cause delays to the project and report/escalate these to PMs in a timely manner for mitigation （presenting potential resolution options, if known）.
Define testing approach, test cases and support test execution
Analyse data sets and support development of Prototype/Working Model to clearly define the business requirement specification
Support product implementation activities and post go－live events in conjunction with PMs.
The successful candidate must have:
Understanding of Market risk framework, measures and processes including but not limited to VaR, Expected Shortfall, Limits, Stress Testing, Sensitivities generation ＆ Time Series management
Experience of querying and analyzing large data sets to support business analysis.
Good understanding of regulatory framework and upcoming regulations （e.g. Basel 2.5, FRTB）.
Experience of working with Risk methodology team to understand risk models and document requirements for technology team
Previous experience on end to end change implementation of Market Risk regulatory projects
Proven track record of delivering high quality business requirements analysis and documentation within investment banks
Key Skills Required:
Analytical skills and ability to present the finding to a wide audience
Good documentation and presentation skills.
Ability to present complex information and ideas to senior stakeholders in a user friendly manner
A team player with effective interpersonal and communications skills.
Self Starter who can leverage existing knowledge base and cross function/region teams to gain a deeper understanding of systems and process
Good knowledge of financial product across asset classes
Advanced Excel or SQL to query/analyze data sets. Programming skills using Python is a plus.