Job Summary
Business Analyst (60990193)
Location: Mississauga, ON Category: Content/Document Management
Job Type: Temporary/Contract Reference: CA_EN_6_29628_60990193
Posted: March 01,2018 Salary: N/A

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Modis, on behalf of our client is looking for a Business Analyst
Business Analyst (60990193)
Contract Duration: (6 months)
Location: Toronto, ON
• Develop detailed understanding of current state including data feeds required for Risk Engines and Reporting
• Understand changes required in current state to support the future state including FRTB SA and IMA integration
• Mapping of newly standardized data feeds to data required for non-FTRB and FRTB Risk engines reconciling and explaining variances in old and replacing risk measures
• 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
• Experience working on projects related to pricing/risk and market data for risk engines
• Understanding of financial Instruments including one of the various types - Rates Derivatives, Credit Derivatives, FX Options and FX Cash etc. and their valuation
• Strong knowledge of market risk management (Basel/FRTB, VaR, greeks etc.) is essential
• Relevant FRTB SA and IMA 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
• 7+ 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
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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