Business Analyst - Approach CVA

Global Banking Organisation | London | 4 days in the office

£780 per day inside IR35 | 6 month contract

We are supporting a Global Banking organisation on their PRA Basel 3.1 implementation project, they require a Business Analyst to play a key role in analysing, documenting and verifying as well as testing the BA-CVA calculations provided in a third-party vendor product being implemented.

This is a Technical BA role working closely with Finance, Credit risk and IT teams to ensure full verification and testing ahead of implementation.

• Analyse and validate the BA-CVA calculations from the third-party vendor product
• Document findings, processes and workflows where applicable
• Engage stakeholders for review, input and where applicable sign off
• Collaborate with technical team to document and test the third-party vendor product BA-CVA calculations
• Support E2E (end to end) testing UAT to validate BA-CVA calculations
• Liaise with vendor where applicable implementation.

• Extensive experience as a technical BA in financial markets on Credit Valuation Adjustment / Credit Risk projects is essential.
• Knowledge of Credit Valuations Adjustment calculations
• Ability to analyse and interpret CVA calculations
• Experience of working alongside vendors in delivering integrated solutions
• Prior experience working with Moody’s Risk Authority (RAY) is preferred but not essential.