-
NO SPAM, NO OUTSOURCED/ CONSULTANTS, NO THIRD PARTIES, MUST BE AUTHORIZED TO WORK IN THE USA.
THANKS.
Email IF QUALIFIED TO SPEC BELOW resume to quantrec @gmail.com
-----
NO SPAM, NO OUTSOURCED/ CONSULTANTS, NO THIRD PARTIES,
MUST BE AUTHORIZED TO WORK IN THE USA.
THANKS.
--
Call or text 203-29-QUANT 203.297.8268 if you have any questions and are qualified for this role or others posted. Please speak clearly if leaving a voicemail, and let me know the role you are applying for and if you have sent a resume or not. You may call or text at any time. All discussions and messages are fully confidential...
Please BE SURE TO INCLUDE your salary requirements (2009 base/bonus), location preferences, and for my notes where you have been interviewing or been submitted to in the past 6 months (as there are multiple opportunities if you are a solid techie). Must currently be in USA and be Green CARD/US CITIZEN/h1b with enough years left on visa (at least 3). Also include the best times to reach you over the near term.
Feel free to call 24/7 if you are QUALIFIED &AUTHORIZED FOR US WORK for this role or any others listed on http://www.QuantRec.com
Notes from manager: Mgr wants BA with Market Risk or Financial product knowledge, but ideally both. Person should understand what Market Risk Exposures are, AKA Sensitivities. They should also know what VAR is and would ideally have experience with VaR Engines. They would ideally know Scenario Risk and be familiar with the new Regulatory Capital Requirements. Technically they must have SQL to write Queries and organize data. They MUST have strong Data Analysis skills. The position will be part of seven man team supporting Market, Credit and Operational Risk. This person will focus on Market Risk to start and will support efforts to implement new risk methodologies, new stress framework and var methodologies and new regulatory requirements.
BA - Business Analyst X2
Large Financial Company/ NYC
Position Description and Responsibilities:
The Market Risk Department IT team provides support to the Market Risk Department in measuring, analyzing, and reporting the market risk profile of the firm.
The Business Analyst will work on a variety of Market Risk Department’s projects including Stress Testing, BASEL Capital, Risk Visualization Tools.
Responsibilities will include:
• Liaison between the Business and IT teams
• Defining Business requirements
• Issues management/resolution
• Ensuring technical specifications meet the needs of the business
• Preparation of project plans and walk through of project deliverables
•Oversight of application deployment/implementation
•Troubleshoot issues, solving independently or escalating to development team
•Proactively identify new opportunities and act on them, including identifying automation opportunities
•Maintain and continuously improve control procedures
Must Have:
•Education: BS in Finance or related areas
•4-5yrs experience in a financial services industry
•Advanced PC skills, including Excel, Word, and PowerPoint
•Excellent presentation skills including oral and written communication skills
•Full life-cycle project experience (analysis->implementation) desired
•Experience with relational database schemas and SQL
•Strong analytic and problem solving skills
•Personable, able to interface with senior management in Business and IT, as well as technical colleagues
•Enthusiastic, motivated team player
Notes from hiring manager:
Team wants to hire 2 experienced BA's with at least 5 years of professional experience, but ideally less than 12 years. They must have some Risk, preferably Market Risk. Must have strong Data Analysis skills - SQL Queries, it's very data oriented team. Experience with Excel; Unix/would be nice to have MUST have strong SQL skills - person will work closely with the Data Architect. Person must also have full project life cycle experience - they must have seen at least one project in their career project through from inception to implementation. It's a plus if they have some experience or knowledge of risk based regulatory capital space.
No comments:
Post a Comment