Business System Analyst with expertise in Capital Markets, Credit risk, Basel and strong SQL

New York, NY
Open compensation
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Job Description

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Email: jobs(at)cynetsystems.com   Phone: 703-957-9410

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No of Position: 3

Location: New York City, NY

Financial Domain Data Analyst with Credit Risk / Basel

We are looking at a Business System Analyst / Data Analyst with expertise in Capital Markets, Credit risk, Basel and strong SQL

  • Strong experience in Risk / Basel
  • Strong data analysis skills using SQL.
  • Experience with at least a couple of full project lifecycles;
  • Experience writing business requirements, functional requirements / use cases, functional testing & coordination of UAT;
  • Good communication skills;
  • Ability to independently handle work / manage modules and co-ordinate with multiple dependency teams.

Job Roles / Responsibilities:   

  • Requirements elicitation, data analysis, writing BRDs / Use Cases, functional testing & coordination of UAT.
  • Co-ordinate with LOB to receive test feeds into Gauss. Understand the nature of trade and market data and how they connect.
  • Price these trades in Gauss (get MTMs). Calculate exposures, CVA – understand whether a trade has been priced correctly or not OR calculated exposure is correct or not. For this it is important to understand the underlying pricing principle of the product.
  • Speak to Quant team and LOB users. Discuss the issues in pricing/exposure calculations. Understand the concepts.
  • Methodologies: Understand and see if Netting, Collateral and Relatedness (takes into effect wrong way trades etc..) have been applied properly or not.

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Email: jobs(at)cynetsystems.com   Phone: 703-957-9410

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