Description
QUALIFICATIONS / SKILLS / EXPERIENCES:- 7+ years of experience in business requirement gathering, data analysis, modelling, testing, and documentation within the financial and/or IT industry- Ability to create, oversee, and track testing requirements and test artifacts amongst various groups- Experience creating detailed test strategy documents and plans- Experience with Market Risk, Credit Risk, and Equities derivatives pricing modelling is an asset- Ability to conduct User Acceptance Testing including designing tests, develop detailed test cases- Intermediate to high level and understanding of financial products and models- Strong working knowledge and hands-on experience using a common industry used programming language (e.G. Python) in the context of data and statistical analysis.- Good inter-personal skills to build and maintain productive working relationships with various business partners across the Bank and on different levels of organization.Must haves:- Requirements gathering- Data analysis- Model implementation experience- Experience creating detailed test strategy documents and plans- Testing experience- UAT ( test artifacts for equities derivatives pricing models, and integration with related input models (e.G. curves) and downstream risk models (e.G. VaR, FRTB, Counterparty Credit Risk).- Understand financial products and models- Python exp- Jira/ ConfluenceNice to have:-Market Risk, Credit Risk, and Equities derivatives pricing modelling
