Striving for excellence is in our DNA. Since 1993, we have been helping the world’s leading companies imagine, design, engineer, and deliver software and digital experiences that change the world. We are more than just specialists, we are experts.
Currently we are looking for a Business Analyst for our Prague office to make the team even stronger.
We are seeking a Technical Business Analyst for our customer, leading investment bank. Default risk team is responsible for maintaining existing and implementing new market risk calculation systems for a leading international investment bank with regards to modelling issuer default risk. The team provides technical solutions for existing and new regulatory requirements related to issuer default calculations including CCAR IDL (Issuer Default Loss), Basel 2.5 IRC (Incremental Risk Charge), and FRTB IMM DRC (Default Risk Charge).
The team consists of developers and testers in Prague and business analysts based in Kiev and London.
The ideal candidate for this role will be responsible for eliciting business requirements from business users, documenting them and help the development team transform them into technical requirements. It would be necessary to have in-depth understanding of data schema, calculation workflow and system architecture, and to work tightly with BA team to implement requirements.
From technical perspective the risk systems: -Receive feeds (pipe-delimited text files) from upstream systems; -Load those feeds into MS SQL database; -Provide GUI for users to work with data in DB; -Run various complex validations and data manipulations (MS SQL); -Run high-load distributed calculation using data from DB, customary build memory cache and quant library (DLLs supported by another team) using wrapper written in C#; -Generate Excel reports.
Communicate with business users to elicit requirements;
Document business requirements, build UI and reports prototypes;
Write project documentation:
Business requirement document (BRD);
Functional requirements (FRD);
Manage requirements – handle change requests, provide impact analysis of changes;
Create ad-hoc reports for different stakeholders;
Communicate with development, testing, support teams, quantitative analytics, risk managers, business users to provide assistance with business questions/issues;
Review test cases created by testers;
Investigate input data quality.
Experience in modelling tools, BA techniques in eliciting and elaboration of business requirements;
Understanding of SDLC cycle and role of BA in it;
Good working knowledge of T-SQL (writing queries using multiple joins, group by clause, aggregate functions) ability to read C# code;