BA Market Risk Regulatory Reporting Analyst

1 Month ago • 10 Years +

Job Summary

Job Description

The BA Market Risk Regulatory Reporting Analyst will be responsible for managing medium to large projects, focusing on market risk exposures and regulatory reporting. They will be involved in traceability, calculation of VaR, risk feed validation, risk mapping, and controls. The role requires strong BA skills, including creating business requirement documents, functional specification documents, and managing stakeholders. The analyst will analyze market risk data, utilize SQL, and document risks and controls. The responsibilities also include identifying market risk exposures, capital adequacy requirements, and estimating potential losses. Experience in regulatory reporting projects like Basel 3, BCBS, FRTB, etc., is essential. The analyst will also require a strong understanding of capital markets products.

Must have:

BA experience in regulatory reporting of Market Risk exposures, Traceability, calculation of VaR, etc.
Manage medium to large projects using BA tools proficiently (BRD, FSD, etc.)
Experience in market risk data analysis, SQL, documentation of risk & controls.
Identify market risk exposure for banks, capital adequacy requirements, and VaR.
BA Experience in any of the Regulatory Reporting projects like Basel 3, BCBS, FRTB, etc.
Strong understanding of capital markets products.

4 skills required

4 skills required for this role

Add these skills to join the top 1% applicants for this job

sql

data-analytics

innovative-thinking

problem-solving

Job Details

Job Title: BA Market Risk Regulatory Reporting Analyst

About Us

“Capco, a Wipro company, is a global technology and management consulting firm. Awarded with Consultancy of the year in the British Bank Award and has been ranked Top 100 Best Companies for Women in India 2022 by Avtar & Seramount. With our presence across 32 cities across globe, we support 100+ clients across banking, financial and Energy sectors. We are recognized for our deep transformation execution and delivery.

WHY JOIN CAPCO?

You will work on engaging projects with the largest international and local banks, insurance companies, payment service providers and other key players in the industry. The projects that will transform the financial services industry.

MAKE AN IMPACT

Innovative thinking, delivery excellence and thought leadership to help our clients transform their business. Together with our clients and industry partners, we deliver disruptive work that is changing energy and financial services.

#BEYOURSELFATWORK

Capco has a tolerant, open culture that values diversity, inclusivity, and creativity.

CAREER ADVANCEMENT

With no forced hierarchy at Capco, everyone has the opportunity to grow as we grow, taking their career into their own hands.

DIVERSITY & INCLUSION

We believe that diversity of people and perspective gives us a competitive advantage.

MAKE AN IMPACT

Requirements:

Job Title: BA Market Risk Regulatory Reporting Analyst

Experience: 10+ years

Location: Hyderabad

Domain: Market Risk, Regulatory Reporting (any of these – Basel 3, BCBS, FRTB, IRRBB, PRA, EBA, EMIR, HKMA, MAS, FED, OCC)

Key Skills & Responsibilities:

Good BA experience in regulatory reporting of Market Risk exposures, Traceability, calculation of VaR, Risk feed validation, Risk Mapping & Controls
Independently manage medium to large projects through the lifecycle and use BA tools proficiently (business requirement documents, functional specification documents, data matrix, process flow diagram, stakeholder management)
Experience in market risk data analysis used for reg reporting, SQL, documentation of risk & controls
Experience in identifying market risk exposure for banks, capital adequacy requirements, VaR, Stress VaR, estimating potential losses from market fluctuations, ability to trace potential risks & vulnerabilities which could impact stability of banking operations, market risk framework and controls
BA Experience in any of the Regulatory Reporting projects like Basel 3, BCBS, FRTB, IRRBB, PRA, EBA, EMIR, HKMA, MAS, FED, OCC
Strong understanding of capital markets products