CVA/Credit Risk IA Technical Business Analyst - C# & Excel VBA

Caspian One Limited
United Kingdom
Up to £650 per day
25 Sep 2017
03 Nov 2017
Contract Type
Full Time
Caspian One are currently recruiting for a CVA/Credit Risk Technical Business Analyst for a Tier 1 Investment Bank in London. We are looking for an Impact Analyst with a demonstrable background in server side testing, C# and Excel VBA as well as strong and recent CVA/Credit Risk knowledge from an Investment Banking background. The role will require extensive data base interrogation and file manipulation. You will be responsible for gathering requirements, overseeing and managing associated changes through functional design and functional specification, testing and training. You will be working directly with the Project Manager as well as working with the Risk Strategic Initiative team and the Credit Risk Control team. Essential Requirements: Understanding of Counterparty credit risk exposure methodology Experience with CVA calculations and also DVA / FVA Strong C# and Excel VBA background Run and provide IA reports to stakeholders and provide explanations for the impact seen due to the credit risk releases. Experience in Oracle and be able to produce complex reports quickly through optimised SQL's as well as the ability to run Access reports. Experience of reverse-engineering the functionality for existing systems for "as is" analysis purposes Ability to use system based tools to conduct analysis e.g. - SQL based query tools, database analysis tools Ability to use the Microsoft Office product suite to prototype solutions during the analysis periods. Have a software development / Server side testing background to be able to translate business functional requirements into technical language Have a project management background to help plan, manage and report workload, risks, issues, dependencies and assumptions.
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