Lead for Models & Methodologies Change Program
CRO Change is responsible for
- Delivering the strategic and regulatory CRO Change portfolio sponsored by the Risk division
- Delivering strategic programs which drive business optimization across the Risk division
- Tactical maintenance of current processes and systems through delivering "Books of Work"
- Supporting the Risk division by defining its 3- 5 year Target Operating Model
- You will be identifying and documenting business requirements from key business partners.
- You will perform risk analysis activities to validate data definitions and to support solutions for functional and non-functional requirements.
- You will produce functional * nonfunctional requirements for IT implementation and gathering impacts to Business processes
- You will have ownership of requirements & issue resolution through the project delivery lifecycle.
- User Acceptance Testing including building test plans, defect tracking and resolution and testing changes to core risk calculation engines and data management systems.
- Work effectively in working groups with diverse Business partners and their teams to ensure requirements and priorities are successfully met.
- Defining and documenting procedures and training to support adoption of changes.
- You have deep understanding of VaR, Historical Simulation, Sensitivities based and Full Reval approaches.
- You have the ability to communicate successfully
- You have understanding of systems delivery lifecycles and different delivery methodologies
- You have excellent analytical skills and problem-solving skills
- You have good attention to detail and accuracy and timeliness of delivery
- You have deep understanding and experience of Capital Markets and asset classes.
- You have appreciation of systems and data architectures in Risk.
- You have effective partner management skills.
- You have experience in IRC, CVA is desirable.