For this mission, the consultant will integrate the service of « Calculator and Monitoring » in the CIB IT GMR that works within the market risk department – Scenarisk.
This application contribute to:
Scenarisk team is a center ensuring the management of market data within the "metric processing" department.
The mission is a service of maintenance and evolution of the engines of diffusion VaR (Histo, parametric & MC)
Working in project mode - Agile environment, he must also be able to respond quickly to requests from his team in the case of bugs/PROD support.
As an integrated part of the team, the Business Analyst (BA) must be autonomous and present himself as a reference of the Scenarisk team for market and counterparty risk metrics
Main Tasks & Responsibilities:
The person is expected to integrate Scenarisk Business Analyst team, and perform tasks dedicated to:
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Gather and analyze Business Requirements for new and ongoing projects;
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Manage and respond to support requests;
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Write specifications and user stories according to project requirements;
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Define the plan for implementation of requests/projects;
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Track and report project progress.