As a business analyst for Credit Value Adjustment/XVA (CVA, DVA, FVA, FVL) workstream, the responsibilities will include working closely with business and risk managers to understand their priorities, building the book of work and defining business requirements for BAU and Regulatory projects, enhancements and production fixes
Perform impact analysis and data analysis to understand the impact of requirements and system changes
Manage all aspects of projects including remediation and escalation of issues and risks and provide status updates to management
Maintain and track issues impacting XVA coverage via full reval and credit fallback
Work with all stakeholders to fulfill the delivery objectives for effective, accurate and timely risk management and reporting
Partners with senior team members and a widely distributed global user community to define and implement solutions
Help track and address CCR data and methodology issues, develop weekly metrics and remediation plans for system enhancements
Develop and enhance tools for the measurement, monitoring and reporting of counterparty exposure metrics associated with this workstream
Work with technology to understand infrastructure gaps, systems, and data flows. Identify and document gaps and suggest improvements for target state build-out.
Communicate key findings and issues to senior management and provide regular status updates
Create presentations and documents for internal and regulatory use on various topics including, stress methodologies, and summarizing XVA coverage issues
Qualifications:
5 to 7 years experience in the financial industry and banking
Direct experience in end-to-end project delivery, preferably in product development, and knowledge of various analytical tools
Prior experience with CCR Metrics and/or Market Risk data
Irving, Texas: 114,720.00 - 172,080.00
Product Management and DevelopmentFull timeTampa Florida United States$103,920.00 - $155,880.00