Responsibilities
As an IT Business Analyst - Risk Applications you ensure that business and regulatory requirements are translated into functional and technical specifications. You analyse business cases and new regulatory requirements (IRRBB/CSRBB), you assess the impact of production evolutions on Balance Sheet Management IT processing. You also define/maintain functional design specifications. In addition, you manage the relationship with the vendor (FIS) for BSM and VaR Hedge Funds applications. You execute and validate SQL scripts/database queries to ensure data integrity and alignment. You install, test and deploy new versions of BSM and Var. Besides, you provide IT guidance, ensure best practices and identify risks, issues and define mitigation strategies.
Profile
* Bachelor in IT or equivalent
* 5 – 10 years experience as an IT Business Analyst in banking or financial risk
* Experience in FIS Balance Sheet Manager and VaR Hedge Funds modules
* Experience in SQL and database scripting (risk data analysis)
* Experience with VaR reconciliation, IRRBB, CSRBB, Balance Sheet Management, and Risk Reporting
* Good knowledge of banking processes and IT management
* Good knowledge of SQL and MATLAB
* Good knowledge of risk management and regulatory risk (IRRBB, CSRBB)
* French fluent (mandatory) and English fluent
Niveaux d'expérience requis :
* 3–5 years
* 6–10 years
Compétences requises :
* Data analysis
* Simulink
* SQL
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