Crédit Agricole Corporate and Investment Banking (CA-CIB) is the CIB arm of Crédit Agricole Group,world’s 9th largest bank by total assets (A positive rated). With over 900 people, CA-CIB has been present in Singapore for over 100 years.
Information Systems Asia Pacific (ISAP) is part of a global and integrated worldwide Software Engineer Centre. As a center of excellence, ISAP develop and manage in-house custom made software, bringing our core business a competitive advantage on the market. This unique positioning empowers ISAP teams, giving them the ability to influence and impact CA-CIB activities.
Senior IT Business Analyst (REF:RFI021)
jobsDB Ref. JSG400003003188800
Section and team overview
The MRI (Market Risk IT) Section is part of RFI (Risk and Finance IT) Department and is responsible for development and maintenance of Market Risk applications used by worldwide users as well as the implementation of regulatory and investment projects.
The Fundamental Review of the Trading Book (FRTB) is a new piece of Basel committee regulation that will overhaul existing trading book capital requirements replacing Basel 2.5 package. This will shape the business processes of the bank for the years to come.
The new approach (SA and IMA) imposed by the regulator raises challenges both technically and functionally.
The study phase has just started; an ideal timing to join the team of this fast-paced, high-impact project.
Responsible for the functional knowledge
- Liaise with IT business lines contacts for clarification and understanding of requirements.
- Analyze functional impacts considering technical constraints with technical lead’s help
- Prepare and present functional aspects of changes/evolutions to developers
- Draft detailed functional specifications/users stories for developers, in line with general specifications or list of requirements provided by project manager / Business Analysts
- Support the technical development team in any functional aspects.
- Organize and keep up to date detailed functional documentation
Responsible for the functional testing of development
- Develop tests strategy in coordination with project manager / Business Analysts
- Conduct continuous testing in development environment for development monitoring
- Write unit test cases and functional test cases for system verification
- Follow the user acceptance test and coordinate the prioritization with project manager
Involved in support of application for functional incident
- 2nd level support work on request escalated from level 1
- Reproduce, make first analysis and investigate verifying codification and data
- Analyze and/or solve functional problems in coordination with developers
- 6+ years as a Business Analyst in Investment Bank organization within Market Risk department
- Technical experience to be comfortable with data models and SQL
- Hands-on experience as liaison function between the onshore IT business lines and offshore technical teams and as primary functional support for development team
- Thorough experience in functional testing and validation of development
Functional in Context of FRTB project:
- Market Risk knowledge (Pnl explanation, VaR and Stress VaR analysis is a must)
- General banking and finance understanding and knowledge
- Market data (Volatilities, Curves,…, Sensitivities
- Regulatory knowledge (including Basel III, Basel II, Basel I, SIMM, FRTB, CVA, …
- Ability to convey clearly and concisely ideas in a concrete and coherent way.
- Ability to easily communicate with multi-cultural team members
Technical: SQL, XML, HTML, UML
- Project cycle methodology
- Strong technical skills in tests methodology
- Strong organizational skills
- Strong ability to analyze and summarize
- Self-sufficient and pro-active in sourcing information
- Strong sense of confidentiality
- Product Control knowledge (Pnl calculation and explanation, …
- Financial products (Treasury, FX, Credit, IRD…
- Usage of MS Office, MS Sharepoint, MS Project, MS Visio
- Understanding of UML
- Ability to translate French documentation into English
- Technical: Business object, data warehouse, BI
We offer a competitive remuneration package, which will commensurate with qualifications and experience. If you are keen to build your career with us, we invite you to submit a detailed resume.
(We regret that only shortlisted candidates will be notified.)