Business analyst/ Testing Analyst Implementation Support
Luxoft
Abu Dhabi, AE
منذ 4 يوم

Responsibilities

Work on the risk and performance measurement / attribution modules for the implementation of a Risk Analytics and Performance Measurement system, particularly MSCI's BarraOne

  • Detail the functional specifications for risk management
  • Recording business requirements and scoping
  • Functionalities specification
  • Participation in the design specification meetings with the vendor
  • Vetting the functional design document from the vendor
  • Workflow specifications and mapping
  • Workflow testing
  • Integration
  • Data Migration
  • Testing
  • Test cases, Scenarios, test data, Test Execution
  • User Training and Support during the UAT
  • Documentation of the standard operating procedures
  • Reporting
  • Report Specifications
  • Report design and documentation
  • Middle office / Risk Management capabilities

  • Conversant with MSCI's BarraOne system
  • Conversant with pricing models and valuations for financial products and derivatives
  • Must have

  • Conversant with market and credit risk management methodologies
  • Maintenance of data quality of the inputs used for market and credit risk measurement
  • Conversant with market risk tools such as sensitivity measures (duration, key rate duration,
  • CBUAE Classification : Confidential

    DV01), VaR, Stressed VaR and stress testing for various financial products and derivatives

  • Experience in implementing and testing various market risk limits such as duration, Greeks and VaR
  • Experience in implementing and testing various return calculation approaches
  • Experience in implementing and testing various performance attribution approaches
  • Conversant with GIPS standards for investment performance
  • Conversant with P&L calculation and P&L decomposition for different financial products and derivatives
  • Conversant with VaR methodologies and maintenance of the inputs needed for the calculations
  • Experience in designing, testing and validating stress test scenarios
  • Experience in creating risk, performance and other such reports
  • Have sufficient knowledge and experience in product features and interfaces in relation BarraOne system.
  • PMP Certification

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