Financial Engineering Business Analyst

Financial Engineering Business Analyst 

Sector: banking

B2B/ Full time 

What you’ll do: 

• Develop understanding of the current and target states for the Financial Engineering Infrastructure and modelling processes
• Play a key role in communicating across teams impacted by the FE changes (such as Modelling teams, users, IT, CDO)
• FE BA will support the modelling teams and FE developers in the delivery of the strategic modelling pipeline:
• Work with the modelling team and data sources’ teams to produce artefacts such as data requirements, data model, data dictionary for the model monitoring processes;
• Work with the key stakeholder teams to produce business requirements and specifications for the modelling infrastructure tooling, innovation solutions and other changes;
• Support agile delivery and take a lead in agile ceremonies (e.g. as a Scrum Master);
• Define the business/functional architecture for the model execution and monitoring;
• Help to prepare test plans, scripts and execute functional testing of the models’ deployment; 
• Perform assessment of the production incidents related to the Financial Engineering and communicate with the IT, FE and modelling teams to help progress resolution

What you will need to succeed in the role: 

• Degree in a quantitative subject and a minimum of 5+ years of experience as a Business Analyst in banking
• Knowledge in Credit risk modelling is required. This would include understanding of capital calculation approaches, loss distributions, credit ratings, model development and deployment lifecycle.
• Strong data analytics background with proficiency in data modelling, definition of sourcing, transformations, controls and lineage.
• Experience in analysis of large datasets
• At least intermediate proficiency in SAS, Python
• Proven Business analysis skills for the Agile delivery approach, including epics/user stories definition, preparation of the functional specifications, solution design, testing strategy definition and execution.
• Proficiency in JIRA
• Strong written and verbal communication skills including high proficiency in Microsoft office (Excel, Word, PowerPoint)
• Self-starter attitude with a can-do mind set, excellent problem solving skills
• Experience in working with global teams across different geographies, culture and time-zones
• Strong interpersonal skills; ability to handle conflict and manage expectations
• Experience with Waterfall and Agile ways of working
• Certified Business Analysis Professional (CBAP) - Optional
• FRM/PRM - Optional