06.09.2022 aktualisiert
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Business Functional Analyst / IT Consultant
Neu-Isenburg, Deutschland
Deutschland
Master of ScienceSkills
SASStresstestingSQL (Oracle)BCBS 239Banking & FinanceClearingAgile (SCRUM)ITIL (2011) FoundationISO 27001StataValue at Risk AnalyseDECIDE
Skills
General
Business analysis, Data analytics, Data modeling, Financial Risk Management, Project & Stakeholder management
IT
Functional and technical application design (front-/back-end), Process management, Business intelligence, ETL processes
SDLC Methodologies
Agile (SCRUM, SAFe), Waterfall
Tools
MS Office, JIRA, Confluence, BitBucket, SAS (Enterprise Guide, Visual Analytics, Management Console), STATA, PowerDesigner, MobaXTerm, Putty, WinSCP
Operating Systems
Windows, Linux
Databases
ORACLE, Access
Development
SAS, SQL, VBA
Certifications
Business Analysis
Certified Professional for Requirements Engineering
Information Security
ISO 27001
IT
ITIL
General
Business analysis, Data analytics, Data modeling, Financial Risk Management, Project & Stakeholder management
IT
Functional and technical application design (front-/back-end), Process management, Business intelligence, ETL processes
SDLC Methodologies
Agile (SCRUM, SAFe), Waterfall
Tools
MS Office, JIRA, Confluence, BitBucket, SAS (Enterprise Guide, Visual Analytics, Management Console), STATA, PowerDesigner, MobaXTerm, Putty, WinSCP
Operating Systems
Windows, Linux
Databases
ORACLE, Access
Development
SAS, SQL, VBA
Certifications
Business Analysis
Certified Professional for Requirements Engineering
Information Security
ISO 27001
IT
ITIL
Sprachen
DeutschMutterspracheEnglischverhandlungssicherFranzösischGrundkenntnisse
Projekthistorie
- Business Analysis in the department Quantitative Analytics and Markets responsible for the functional design and the configuration of credit and market risk calculations in DECIDE:
- Issuer risk complying with CRR/CRD IV
- Counterparty risk for OTC transactions
- Monte Carlo and historical simulations plus variance-covariance approach for VaR calculation
- Expected shortfall
- Backtesting and stress testing
- Presentation of new features in DECIDE in the course of client workshops
- Handling of functional and technical business inquiries in context of the software
- Supporting project management
- Business Analysis for Stress Testing Analytics and Reporting application (front-end: Java, back-end: SAS and ORACLE)
- Coordination of onsite and offshore SCRUM teams
- Functional and technical design for:
- Group Wide Stress Testing
- Capital Planning Stress Testing
- Multi-Year Stress Testing
- Local ICAAP
- Functional and technical design of measurement points complying with BCBS239, incl. conceptual design of a status dashboard with escalation process to monitor and report the delivery of inputs
- Implementation of entitlement concept for multiple system tenants
- Establishing interfaces to other systems
- Creation of dashboards and deep-dive reports for upper management with SAS Visual Analytics
- Creation of a design concept to illustrate solution options for the target IT architecture
- Creation of functional specification documents
- Analysis of current data model incl. showcasing of necessary amendments