Beschreibung
Business Analyst required for Clearing & Risk Operations project team to develop operational business procedures within their current clearing initiatives within OTC Interest Rate Swaps.
Role includes: Interviewing functional specialists on new Clearing House services and autonomous analysis how these impact operational tasks; Subsequent design of profound business procedures and flowcharts that shall be executed by our Operations staff in the Clearing & Risk Operations area; Perform trainings for affected Operations staff based on the developed business procedures; Understand the implementation of risk valuation models, risk concepts, and quantitative approaches to statistical margin methodologies to appropriately collateralise Clearing House exposures to develop business procedures and flowcharts later on; Understand Clearing House services, like clearing member default management or segregation/client asset protection, and products, in particular OTC interest rate swaps, as well as derivatives, fixed income and cash market products, in respect to risk management of the Clearing House (including monitoring P/L, Value-at-Risk, stress testing, portfolio analytics and back testing methods) and how they affect given business procedures. Qualifications/Skill Profiles: Knowledge in the field of quantitative risk management for financial instruments, knowledge in risk modelling for OTC derivatives, for listed futures, listed options and cash products; Show a structured working method, show analytical and problem solving skills; Experience in creation of business procedures as well as a professional background in Operations are beneficial.