Senior BA / Presales (Market Data, Market Risk, Credit Risk, Basel III)
- To be successful for this role you must have atleast 10 years experience as BA in financial services or product development.
- You need to have experience with atleast 2 SDLC and have a tracked record.
- You need to have a basic understanding of Basel II and especially the areas that are related to market data and data aggregation.
- You need to have a thorough understanding of OTC instruments.
- You need to be an expert with Bonds TBills and yield curves
- You need to have an understanding of one or more of the following risk systems
- + Risk Matrices Moody's)
- + Calypso
- + Murex
- + Bancs
- + Front Arena
- + Temenos
- + R statistical open source framework
- Candidates with experience in Kondor and especially the rates, market risk, credit risk will be highly regarded.
- You need to have atleast theoritical knowledge of risk concepts and calculations. Some examples are:
- + VaR using either Historical Simulation or Monte Carlo simulation
- + Paremetric-Analytic Method-Delta Normal
- + Correlations
- + Volatiliites
- + Beta
- + Yield Curves computation
- + Corporate Actions (eg. trading hold, split, reverse split)
- Stress Testing
- You must be able to run workshops with the Bank's Risk teams to gather requirements and produce functional specification documents.
- You must be able able to design mock screens to capture and document the client's requirements
- Certifications: FRM or CFA is good to have.
SISL Infotech is always on the lookout for exceptional talent to join our team. Somewhere within our offices there is always an opportunity for top-notch candidates. If SISL Infotech looks like the kind of place you would like to make a career, please forward your resume and references to Jobs at SISL