Bilingual Business Analyst in Counterparty Credit Risk

Global IT consulting firm NY branch seeks Japanese Bilingual Business Analyst in Counterparty Credit Risk. 

Location:  New York, US.

Visa/Work Permit could be offered to the eligible candidate.

$100K-150K plus full benefits

Responsibilities:

 • Liaise with stakeholders across Exposure Management, Counterparty Risk Management, Risk Analytics, and Model Validation organizations to assemble business requirements for Credit Risk Technology projects.

 • Guide assigned Credit Risk Technology projects under ownership through business analysis lifecycle to achieve successful implementation, on time with quality.

 • Manage expectations of various stakeholder groups and help negotiate solutions to complex problems.

 • Help assemble and manage detailed Counterparty Risk documentation such as functional specifications and facilitate technical design discussions with technology teams.

 • Develop and review test cases/scripts, generate and validate test data extracts/reports in UT/SIT with ETL/Java/BI developers and in UAT with business users toward successful signoff on time.

 • Investigate production issues associated with PV/EPE/PFE and related calculations for internal risk monitoring and regulatory credit risk reporting.

• Create and execute database queries to analyze production data in daily exposure reports and back testing output, and identify causes of data issues.

 • Communicate requirements gathered from local teams to remote global teams.

Required Qualifications:

• 10+ years’ work experience in Business Analysis in the Credit Risk domain.

• Business level Japanese and English skill (Reading/Writing/Listening/Speaking)

 • Excellent understanding of derivatives products' mechanics and life cycle, including Options, Futures, Forwards, and Swaps.

 • Excellent understanding of Counterparty Credit Risk, PV/EPE/PFE, CSA, Collateral data (IM/VM), market data (FX, indices, volatility data), BASEL 3 regulations.

• Extensive Agile experience, including Scrum and Kanban methods using JIRA and Confluence.

 • Data analysis capabilities (Relational database and Excel spreadsheet), proficient with SQL. MS SQL server DB and Snowflake DB experience is a plus.

 • Familiarity with Stored Procedure and Python is an advantage.

• SDLC awareness, including knowledge of quality issues in software development.

 • Strong analytical, problem solving, and decision-making skills.

• Effective presentation skills, combined with extreme attention to detail.

• Bachelor’s degree in computer science or finance disciplines.

Work Style:

This role is based in New York, requiring the successful candidate to be on-site (NY office) a couple of times a week.

To apply, please email your resume to xjiang@pasona.com