eFinancialCareers

• Company

  MRL Financial

• Location

  UK-London

• Compensation

  Competitive Base Salary, attractive bonus + benefits

• Position Type

  Permanent

• Employment type

  Full time

• Updated

  21 Oct 2009

• eFC Ref no

  582710

Business Analyst -Portfolio Management Group

To assist the Portfolio Management Group in developing and implementing information management; economic capital; credit and portfolio risk management tools into the Portfolio Management Group, and disseminate to other users around the bank.

You will have full involvement in development life cycle by producing analysis, business requirements, specifications, UAT and test plans and scripts, implementation roll-out plans, user guides etc for PMG Toolkit and related developments and projects. Conduct testing as required on PMG Toolkit and related developments.  

You will have a key role in implementing and documenting ongoing methodology changes to PMG Toolkit and Reporting Suite, particularly arising from the RAROC, Credit Risk Management, RWA and Cost Allocation methodologies, assessing impact and performing analysis and testing where required.

PMG Toolkit - Key role in successful delivery of PMG Toolkit Projects, including:

- Report Production, Front End GUI and feedback to Data Warehouse phases of Thin Layer Database development (PIRATE).
- Updates to existing RAROC and RWA calculation / simulation tools (RAROC-3D)
- Addition of Analytical Approximation of Portfolio Credit Risk Calculations to RAROC-3D.
- Updates to Cost Allocation Methodology.

Data Lifecycle - Ensure the data production cycle is delivered accurately and to deadlines, produce monthly data reconciliation pack, participate in Data Cleansing Taskforce and related groups ensuring issues arising are addressed in the data / reporting lifecycle as necessary.

Reporting - generate reports and provide backup to support staff shortages where required.

Change Management - Assess impact of change on other projects and BAU activities.  Assist with other Change Management projects.

Training - Train and support users as required on PMG Toolkit applications.

General - provide ad hoc BA support as necessary.  Co-ordinate with other BA’s, DBAs, analysts, developers, business users, IT etc.  Assist PM with team with other related projects and data cleansing initiatives as required.

Delivery Skills:
•  Excellent business analysis skills
•  Data analysis/modelling experience
•  Excellent overall IT skills
•  Good methodology/experience liaising with IT organisation
•  Project Full Life Cycle including - Analysis, Design, Planning, User Presentation, Specification, Development Oversight

•  Unit Testing, UAT, OAT, Documentation, User Training and Support

Content Knowledge:

•  Credit and Portfolio Risk Management
•  Economic Capital and RAROC
•  Knowledge of Basel 2 – New Capital Accord and AIRB approach
•  Good understanding of a bank’s finance function
•  Previous experience in designing Management Information Systems