Please share the me profiles at [email protected]


*Position : Business Analyst *

*Location :* *Cary, NC*




 *Overview: *

Business Analyst required (3-7 Years) to support Credit Risk/ALM /Market
Risk Users. Asset Data Repository team is responsible for calculating
credit risk/Market Risk exposure to a wide variety of assets:  fixed rate
bonds (Treasury, agency, and corporate), floating rate bonds, interest rate
swaps, futures, caps & floors, FX swaps, and equities. The Business Analyst
should have a broad understanding the financial instruments used. The
project is highly-visible with aggressive goals.  The business analyst will
be expected to take ownership of tasks, develop a close relationship with
business users and work well within the team.



*Responsibility:*

·          Understanding, Prioritizing and Documenting business
requirements.

·          Managing Design Reviews and Workshops to ensure that the
solutions meet the requirements.

·          Translating complex requirements into a form that developers can
build from.

·          Participating in the design, execution, and documentation of
testing.

·          Developing the SDLC process used.



*Skill Requirements*

·          5+ years as a business analyst involved with investments.

·          Excellent communication and documentation skills.

·          Able to take ownership of the analysis task and work with a fair
degree of independence.

·          Broad knowledge of the Mechanics of Asset Pricing and Risk
Factor Sensitivity, e.g. the analyst should be familiar with terms such as,
Duration, Convexity, Yield Curve Shift, Monte Carlo Simulation, Greeks,
Correlation, and Variance etc.

·          Knowledge of GAAP, STAT, Embedded Value/LDTI/IFRS

·          Good understanding of application architecture and data
modeling. The analyst should be able to discuss a solution in terms of
normalization, cohesion, coupling and encapsulation.

·          Comfortable with SQL, Stored Procedures, DDL and understand the
difference between OLAP and OLTP database design.

·          Good experience with Agile projects.



*Nice to Have*

·          Experience with a revision control system such as Team
Foundation server

·          Experience with Moody’s KMV/FIS Prophet and an understanding of
the Merton Model.

*Thanks & Regards*



*Deepak Gulia*

*Tanisha Systems, Inc.*

Email: [email protected]

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