Business Analyst

Support AWM Finance in a change management project supporting automated delivery of risk data to the firm's Market Risk management systems. Assist in other aspects of reporting and analysis specific to the lending and deposit business.

Requirements

• Analysis of risk data, and associated risk metrics for interest rate products in the banking book
• Delivery and reconciliation of risk data
• Monitoring of FX exposure for products related to lending and deposits
• Project management including resolution of issues
• Scope and documentation of process
• Prepare daily review of risk metrics pertaining to Residential and Non Residential loan products
• Support automation for the delivery of data into risk feeds related to Lending and Deposits
• Assist the AWM ALM team in implementing Risk Engine for the residential mortgage portfolio
• Create the required input files for Risk Engine to calculate key risk sensitivities
• Test and validate the Risk Engine outputs with different inputs and assumptions, for Residential mortgages
• Migrate Non Residential products on to Score platform, from legacy system (ALICE)
• Monitor FX exposure for L&D products including submission into VaR program and when necessary coordinate sell off process
• Support month end reporting related to AWM