Citi Hiring for Business Analyst – Credit Risk Exposure Processing – Pune – C11 (R22010209) at India Full Time

The IT Business Analyst is an intermediate-level position responsible for liaising between business users and technologists to exchange information in a concise, logical and understandable way in coordination with the Technology team. The overall objective of this role is to contribute to continuous iterative exploration and investigation of business performance and other measures to gain insight and drive business planning.

Responsibilities:

• Understand, analyze and explain counterparty mark-to-future exposures on derivative books to regional users.
• Dwell deep into the Potential Future Exposure/EPE/EAD/RWA calculation methodologies for Credit risk/BASEL 3 and be able to verify, cross check the exposure profiles generated by the systems.
• Where feasible develop excel prototypes to generate exposure profiles for basic products
• Ability to trace the changes in day to day exposures to changes in markets, books and or agreements
• Work closely with developers to improve/refactor code base and ensure agreed changes are manifested correctly by looking analyzing post release exposure numbers
• Conduct meeting with clients and key stakeholders to gather requirements, analyze, finalize and receive formal sign-off’s from approvers.
• Translate requirements into Business Requirement Document [BRD], Functional Requirement Document [FRD] and/or Minor Development Document [MDD].
• Facilitate and drive project meetings with both business and technology teams.
• Develop and review test scripts with business users as well as technology team. Execute test scripts for System Integration Test (SIT) and User Acceptance Test (UAT).
• Co-ordinate and/or conduct the Production Acceptance Testing (PAT) with the business users.
• Creates flow diagrams, structure charts, and other types of system or process representations.
• Manage changes to requirements and baseline through a change control process.

Qualifications:

• 3-6 years of relevant experience
• Financial Risk Management
• Credit Risk Calculation for Daily Risk Management
• Knowledge of Security Finance Transaction (SFT) & Derivative products
• Working knowledge of various OTC Derivative products such as Options, Forwards, Futures and Swaps and their documentation, life cycle and risk characteristics.
• Excellent verbal and written communication skills
• Understanding of Basel II and/or 3 regulations.
• Exposure to Use cases, QA and UAT of projects.
• Deep working experience of flow charting, Visio, MS-Office applications, Excel, VBA.

Education:

• BE, ME, M Tech, B Tech, MBA
• FRM/CFA is preferred, Degree in financial mathematics, quantitative finance is ideal

• SDLC Aware & co-ordination and working with remote teams
• Knowledge of quality issues in software development
• Work to agreed deadlines as part of the remote development environment
• Have experience of working co-operatively in small to medium d teams.
• Be Self-motivated and proactive.
• Be passionate about Financial Products Knowledge

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Job Family Group: Technology
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Job Family:Business Analysis / Client Services
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Time Type:Full time
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Citi is an equal opportunity and affirmative action employer.
Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.
Citigroup Inc. and its subsidiaries (Citi) invite all qualified interested applicants to apply for career opportunities. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review .
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