Job Summary
Business Analyst (58510638)
Location: Mississauga, ON Category: Content/Document Management
Job Type: Temporary/Contract Reference: CA_EN_6_17450_58510638
Posted: August 28,2017 Salary: N/A

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Modis, on behalf of our client is looking for a Business Analyst
 
Business Analyst (58510638)
 
Contract Duration: (12 months)
Location: Toronto, ON
 
Responsibilities:
 
• Develop detailed understanding of the BT/PLA requirements and implementation
• Work closely with business users to understand business requirements and demo system functionality
• Prepare high level and detailed requirements specifications for the project in accordance with SDLC objectives
• Efficiently perform the day to day business analysis tasks including documentation of requirements, data analysis and UAT
• Work closely with development team to explain the requirements, validate the design assumptions for various business scenarios and testing
• Support QA team in creation of UAT test cases against business requirements
 
Required Qualifications/Experience
 
• Relevant FRTB experience: Modeling of different products types in FRTB SA including Bonds, Equity, FX etc. Enhancements required in FRTB to onboard new product types and produce sensitivities (Delta, Vega, Curvature) and PnL vectors required for Standardized Approach and Internal Models Approach under FRTB
• Understanding of financial products (Bonds, Equity, FX etc.) and their valuation
• Strong knowledge of market risk management (Basel/FRTB, VaR, greeks etc.) is essential
• 5+ years previous work experience as a Business Analyst
• Documentation skills – ability to succinctly articulate requirements, summarize data analysis and present to business users and development team
• Strong proficiency in Excel and PowerPoint
• Strong data analysis skills are required including analyzing large data sets in Excel and using SQL queries
• Experience building enterprise scale applications involving large data volumes and computations
• Bachelor’s degree in Information Technology, Computer Science or Quantitative finance, Mathematics or related field
• Understanding of PnL decomposition/attribution process performed by product control function
• Good understanding of Basel regulatory environment and its evolution and challenges
• Familiar with Agile/Scrum and experience with continuous integration development
• Professional risk/finance certifications (e.g. FRM, PRM, CFA)
 
Please note that Candidates must be legally eligible to work in Canada. Your resume will not be forwarded to any of our clients without your explicit permission. We thank all applicants, but only suitable applicants with the above qualifications clearly identified in their resumes will be contacted. Modis Canada is an Equal Opportunity Employer.
 
 
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