Senior Associate, Market & ALM Risk Business Analyst, Risk Management Group

Business Function

Risk Management Group (RMG) works closely with our business partners to manage the bank’s risk exposure by balancing its objective to maximise returns against an acceptable risk profile. We partner with origination teams to provide financing, investments and hedging opportunities to our customers. To manage risk effectively and run a successful business, we invest significantly in our people and infrastructure.

The Business Analyst will be part of RMG - Risk Enterprise Architecture & Digital Department. This role provides support to business and Market and ALM Risk users and assisting users in translating business requirements into deliverables, as well as to contribute to business analyst specific tasks in the group-wide projects undertaken by the department from inception to post-implementation.

Responsibilities

• Undertake the business analyst role for Market & ALM Risk Domain


• Understand end to end processes of Market Risk & ALM Risk Systems


• Gather, collate, and analyse users’ requirements from business and risk users and provide clear business specifications for implementations to Market Risk & ALM Risk Systems


• Analyse and perform impact analysis of requests and review system and functional designs are sound and adequate to address Market Risk & ALM Business needs


• Devise comprehensive test plans (including test scenarios and test cases) to test system deliverables


• Perform User Acceptance Testing, Regression Testing, Simulation Testing and Live verifications to ensure system deliveries meet requirements objectives


• Plan, schedule and adhere to time line to meet agreed deliverables


• Work with digital team to drive and experiment various digital initiatives for risk domain

Requirements

• Degree in Banking, Financial Engineering, Computer Science or any other related quantitative discipline with about 3 to 8 years’ relevant experience in business analysis area


• Business analysis experience of working between technology and business users to specify business requirements for development of systems solutions.


• Understanding of Market and ALM Risk, specifically FRTB, VaR, Sensitivity, LCR, NSFR, IRRBB, MCO Risk measures


• Knowledge of Artificial Intelligence and machine learning framework and has exposure on data science project.


• Team player with strong inter-personal, communication, presentation, analytical and problem-solving skills


• Proficient in SQL, Excel and data visualization tools

We offer a competitive salary and benefits package and the professional advantages of a dynamic environment that supports your development and recognises your achievements.