Responsibilities:
• Liaise with stakeholders across Exposure Management, Counterparty Risk Management, Risk Analytics, and Model Validation organizations to assemble business requirements for Credit Risk Technology projects.
• Guide assigned Credit Risk Technology projects under ownership through business analysis lifecycle to achieve successful implementation, on time with quality.
• Manage expectations of various stakeholder groups and help negotiate solutions to complex problems.
• Help assemble and manage detailed Counterparty Risk documentation such as functional specifications and facilitate technical design discussions with technology teams.
• Develop and review test cases/scripts, generate and validate test data extracts/reports in UT/SIT with ETL/Java/BI developers and in UAT with business users toward successful signoff on time.
• Investigate production issues associated with PV/EPE/PFE and related calculations for internal risk monitoring and regulatory credit risk reporting.
• Create and execute database queries to analyze production data in daily exposure reports and backtesting output, and identify causes of data issues.
• Communicate requirements gathered from local teams to remote global teams.
Required Qualifications:
• 10+ years’ work experience in Business Analysis in the Credit Risk domain.
• Excellent understanding of derivatives products’ mechanics and life cycle, including Options, Futures, Forwards, and Swaps.
• Excellent understanding of Counterparty Credit Risk, PV/EPE/PFE, CSA, Collateral data (IM/VM), market data (FX, indices, volatility data), BASEL 3 regulations.
• Extensive Agile experience, including Scrum and Kanban methods using JIRA and Confluence.
• Proficiency in Japanese(Native level)
• Data analysis capabilities (Relational database and Excel spreadsheet), proficient with SQL. MS SQL server DB and Databricks DB experience is a plus.
• Familiarity with Stored Procedure and Python is an advantage.
• SDLC awareness, including knowledge of quality issues in software development.
• Strong analytical, problem solving, and decision making skills.
• Ability to prioritize and effectively manage multiple tasks.
• Highly motivated, self-directed individual with the ability to work independently and in team environments.
• Excellent interpersonal, written and verbal communication skills.
• Effective presentation skills, combined with extreme attention to detail.
• Bachelor’s degree in Computer Science or Finance disciplines.
