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:
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Requirements gathering
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Data analysis
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Model implementation experience
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Experience creating detailed test strategy documents and plans
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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).
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Understand financial products and models
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Python exp
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Jira/ Confluence
Nice to have:
- Market Risk, Credit Risk, and Equities derivatives pricing modelling
