Skills and Exp:

Functional / Technical Competencies:

• MUFG counterparty credit risk uses an advanced model for PFE so the BA needs to be quantitative and familiar with these advanced tools.
• MUFG use a vendor based calculation engine, S&P Global and FraimWRX (formerly known as Quic) and that although prior Exp with other vendor or proprietary pricing and risk engines is acceptable.
• Strong business analysis skills and project lifecycle knowledge.
• Knowledge/Exp of gathering business requirements and compiling business requirements documents and functional specifications.
• Ability to define and structure test plans, Exp of guiding users through UAT phases.
• Ability and Exp of working under pressure - both autonomously and within a team.
• Knowledge of investment banking.
• Strong exp in implementing a PFE solution for Interest rate, FX and Credit products.
• Knowledge of key Credit risk topics. A Minimum of 5 years exp working in these domains.
• Exp of working with FraimWRX and/or Murex would be beneficial.
• Ability to liaise with business and IT stakeholders.
• Solid communication skills - both written and oral.

Education / Qualifications:

• Degree level.

Personal Requirements:

• Work Exp in the Securities Industry, preferably in a similar role.
• Proactive and self-starting individual with high levels of ownership.
• Strong analytical skills.
• Proven ability to organise and prioritise own workload and drive results.
• The ability to demonstrate strong decision making skills/sound judgements.
• Proactive and self-starting individual with high levels of ownership.
• Flexibility to adapt to urgent tasks as well as undertaking longer-term solutions.
• Strong interpersonal skills together with the ability to influence others and make decisions.
• Strong problem solving skills with a logical approach.
• The ability to collaborate and partner across the firm.
• High attention to detail.

Skills

PFE credit risk

Job Title: Quant Risk BA

Location: London, UK

Rate/Salary: 550.00 - 650.00 GBP Daily

Job Type: Contract

Trading as TEKsystems. Allegis Group Limited, Maxis 2, Western Road, Bracknell, RG12 1RT, United Kingdom. No. 2876353. Allegis Group Limited operates as an Employment Business and Employment Agency as set out in the Conduct of Employment Agencies and Employment Businesses Regulations 2003. TEKsystems is a company within the Allegis Group network of companies (collectively referred to as "Allegis Group"). Aerotek, Aston Carter, EASi, Talentis Solutions, TEKsystems, Stamford Consultants and The Stamford Group are Allegis Group brands.

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