Supporting in Treasury Market Risk IT - Bank/Finanzen (8S-64242)

Zürich  ‐ Vor Ort
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Schlagworte

Beschreibung

Task:
- Work closely with the project manager, Market Risk Officers and the IT development team to fully understand and define business processes and supporting IT solutions front-to-back, i.e. from data sourcing through risk analytics to reporting, analysis and workflow functionality as a subject matter expert
- Develop a deep understanding of the data for the respective Treasury portfolios ? act as go-to-person for data related issues and queries and work with Front Office and other parties to continuously review and enhance the data quality
- Define and prioritize demand with business stakeholders across Market Risk Control, Methodology, Front Office and the IT development teams in line with the strategic business processes and IT architecture
- Where required support the IT development teams by defining and clarifying business requirements and support with related data and requirements analysis
- Take ownership for specific project deliverables and produce concise documentation of business requirements and solution designs

Requirements (Must have):
- This is a broad, challenging role that requires a combination of excellent business, product and sound IT knowledge, coupled with strong client-facing and interpersonal skills.
- Excellent Market Risk Management background ? ideally experience as Market Risk Officer ? GARP or PRMIA certification is a plus
- Very strong skills in the area of Treasury Risk Control/Management in Liquidity & Funding, Capital, Balance Sheet and Interest Rate and FX Risk. We are expecting the candidate to have peer-level discussions with Market Risk Officers
- Experience with Risk based P&L (risk sensitivity based P&L predict)
- Experience with Banking Books and Trading books analysis in the context of Treasury Portfolio.
- Strong Business Analysis skills, including gathering requirements and writing functional specifications
- In depth knowledge of risk data processing concepts and business data content
- Sound IT development and architecture background and understanding ? the successful candidate will communicate and work effectively with software developers and IT architects
- Very good relational database and SQL skills as well as MS Excel, Access and Visual Basic skills; practical experience with Java or C is a plus
- Very good data modeling and data analysis skills
- Experience with reporting solutions like Business Objects
- Fluent in English

Environment/Miscellaneous:
Market Risk IT is a core function within the broader IT function of the company. They are responsible for building, implementing and maintaining IT solutions to support the Market Risk Control function of providing transparency, quantifying risks and ensuring we remain within the risk appetite as set by the firm.

In the context of the broader Risk Renewal Program of the bank and activities around creating a Holistic Risk Framework for Treasury we are building a new Market Risk IT platform to replace the legacy systems that are no longer fit for purpose. The Market Risk IT part of the Risk Renewal Program is split into multiple projects, which are managed by Front-To-Back (FTB) Project Managers and Business Analysts in close collaboration with IT development managers (matrix organization).

FTB Project Managers and Business Analysts are organized in product teams, which face off to the key business stakeholders for the respective business areas and take full accountability for defining and delivering the Market Risk IT product. This includes prioritization of demand, definition and management of the product roadmap and full accountability for delivery of the roadmap and respective projects.

The MACRO product team is facing off to the Market Risk Officers and Reporting teams responsible for the FX, Linear Interest Rates, Structured Interest Rates portfolios incl. Emerging Market portfolios and Treasury Market Risk portfolio across the bank.

Beginn: asap
Dauer: till end of 2012
Branche: Bank/Finanzen
Start
02.2012
Dauer
till end of 2012
Von
Allgeier Experts Consulting GmbH
Eingestellt
16.02.2012
Ansprechpartner:
Nicole Schütze
Projekt-ID:
317919
Vertragsart
Freiberuflich
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