Business Analyst - Market Risk (FRTB) (Remote)

100-200 PLN miesięcznie (Umowa o dzieło)

Capco Poland

Czym będziesz się zajmować?

  • Strong technical knowledge on the key components of the Standardized Measure for Market risk under FRTB, including Sensitivity-Based Method, Standardized Default Risk and Residual risk Add-on.
  • Develop FRTB and risk dashboards and tailor reports and visualisations based on a variety of user needs (analytical reports, new / evolving risk heatmaps, senior management MI)
  • Have sufficient Python, SQL and data modelling experience
  • Manage cross-workstream requirements and escalate dependencies / blockers to the product owner when required
  • Be an interface between stakeholders to collate and challenge requirements, then ensure these are translated into tangible technology deliveries
  • Have sufficient knowledge in all major asset classes to be able to coordinate across ongoing initiatives
  • Write requirements as user stories that fully and clearly describe the user requirements, rationale, and acceptance criteria including test cases / prototypes where required
  • Support functional testing of the delivered functionality to ensure it meets the requirements; where required document issues and manage to resolution
  • Provide SME support to the business during User Acceptance Testing
  • Write user guides and develop audio / visual material for online user training

Kogo poszukujemy?

General Skills:
  • Take personal responsibility for embedding the highest standards of ethics, including regulatory and business conduct, across Bank. This includes understanding and ensuring compliance with, in letter and spirit, all applicable laws, regulations, guidelines and the Group Code of Conduct
  • Effectively and collaboratively identify, escalate, mitigate and resolve risk, conduct and compliance matters
  • Business Analysis (e.g. gathering user requirements, data analysis)
  • Coordinate User Acceptance Testing
  • Ability to multi-task and liaise directly with Risk Managers, FM Ops and Finance
  • Familiarity and demonstrates confidence working in an agile development environment
  • Self-starter who can manage timelines, drive/facilitate requirements and communicate with Developers
Technical Knowledge (Essential):
  • MDX and SQL
  • Python
  • VBA

Czego wymagamy?

  • Angielski

Jakie warunki i benefity otrzymasz?

  • 140-160 PLN miesięcznie (Umowa o dzieło)
  • Umowa o dzieło - Stałe godziny pracy (100%)
  • 16000-180000 PLN miesięcznie (Umowa o pracę)
  • Umowa o pracę - Stałe godziny pracy (100%)
  • Praca zdalna: Możliwa w całości
  • Szkolenia wewnętrzne
  • Pakiet medyczny, Pakiet sportowy
  • Kawa / Herbata, Zimne napoje

Gdzie będziesz pracował?

Grzybowska 78, Warszawa lub zdalnie

Kim jesteśmy?

Capco, a Wipro company, is a global technology and management consultancy specializing in driving digital transformation in the financial services industry. With a growing client portfolio comprising of over 100 global organizations, Capco operates at the intersection of business and technology by combining innovative thinking with unrivalled industry knowledge to deliver end-to-end data-driven solutions and fast-track digital initiatives for banking and payments, capital markets, wealth and asset management, insurance, and the energy sector. Capco’s cutting-edge ingenuity is brought to life through its Innovation Labs and award-winning Be Yourself At Work culture and diverse talent.