XVA Business Analyst
Business / Function
BC Reference Number
About Brickendon Consulting
Brickendon is an award-winning transformational consultancy specialising in innovative solutions that solve our clients’ challenges quickly and efficiently.
Focused on three practice areas of digital, data and automation, our aim is to disrupt the market with the latest machine learning, automation, data analytics advisory and programme delivery.
Since inception in London in 2010, Brickendon has rapidly grown and has established additional offices in the US, Poland and Australia. Core to our success is how we foster a culture of innovation and lateral thinking and encourage our people to develop new approaches and techniques.
Our specialist digital arm, Brickendon Digital, focuses on disrupting and challenging the digital landscape with daring, cutting-edge products, including HotDeskPlus and EUCplus. We use the latest software and techniques to create rapid, technology-led solutions and visionary products to help our clients excel.
We are a member of the Women in Finance charter and are committed to working together to build a balanced and fair industry.
Overview of Initial Assignment
Brickendon Consulting have existing projects with a number of banks and have been engaged to provide teams of Business Analysts to deliver model change.
• Responsible for end-to-end requirements life cycle
• Creating Business Requirement Documents, update/amendments and documentation sign-offs/approval management
• Identify & specify as necessary “as is” and “to be” business processes, business systems and associated methodologies
• Requirements gathering
• Liaise with Quants, Risk Managers, Risk Analytics, Front Office business and technology
• Support the calibration methodology
• Drive appropriate calibration and applied traded risk models to ensure that stress tests are more accurately quantified and allocated
• Coordinate projects dedicated to ensure consistency across sites
• Understand both regulatory and business requirements, ensuring that the models are fit-for-purpose
Skills & Requirements
• Relevant working experience in either Risk Management or quantitative modelling projects
• Ability to lead, manage and successfully deliver projects within the agreed time scale, in liaison with all relevant stakeholders: model owners, business, IT, senior management and regulators.
• Strong functional knowledge of Risk Engines, Monte Carlo Simulation and pricing Models and risk aggregation
• Detailed knowledge and understanding of Risk metrics
• Clear and demonstrable familiarity with CVA and XVA
• Open personality and effective communication skills, ability and flexibility to work in an international team
• Ability to write clear and understandable documents
• Excellent data analysis skills: good SQL and advanced Excel skills
Submit your application
Show your interest in the position listed above by inputting your details & uploading your resume in the form.
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