IMMEDIATE NEED : Business Analyst@$38

[Deepak Gulia]

 

Please share the me profiles at Dee...@tanishasystems.com

 

Position : Business Analyst

Location : Cary, NC

 

 Overview:

Business Analyst required (3-7 Years) to support Credit Risk/ALM /Market Risk Users. Asset Data Repository team is responsible for calculating credit risk/Market Risk exposure to a wide variety of assets:  fixed rate bonds (Treasury, agency, and corporate), floating rate bonds, interest rate swaps, futures, caps & floors, FX swaps, and equities. The Business Analyst should have a broad understanding the financial instruments used. The project is highly-visible with aggressive goals.  The business analyst will be expected to take ownership of tasks, develop a close relationship with business users and work well within the team.

          

Responsibility:

·          Understanding, Prioritizing and Documenting business requirements.

·          Managing Design Reviews and Workshops to ensure that the solutions meet the requirements.

·          Translating complex requirements into a form that developers can build from.

·          Participating in the design, execution, and documentation of testing.

·          Developing the SDLC process used.

 

Skill Requirements

·          5+ years as a business analyst involved with investments.

·          Excellent communication and documentation skills.

·          Able to take ownership of the analysis task and work with a fair degree of independence.

·          Broad knowledge of the Mechanics of Asset Pricing and Risk Factor Sensitivity, e.g. the analyst should be familiar with terms such as, Duration, Convexity, Yield Curve Shift, Monte Carlo Simulation, Greeks, Correlation, and Variance etc.

·          Knowledge of GAAP, STAT, Embedded Value/LDTI/IFRS

·          Good understanding of application architecture and data modeling. The analyst should be able to discuss a solution in terms of normalization, cohesion, coupling and encapsulation.

·          Comfortable with SQL, Stored Procedures, DDL and understand the difference between OLAP and OLTP database design.

·          Good experience with Agile projects.

 

Nice to Have

·          Experience with a revision control system such as Team Foundation server

·          Experience with Moody’s KMV/FIS Prophet and an understanding of the Merton Model.

Thanks & Regards

 

Deepak Gulia

Tanisha Systems, Inc.

Email: deepak@tanishasystems.com