Business Analyst at Luxoft

Про вакансію

Project descriptionThe objective of the FI26 PRA Basel 3.1 Implementation project is to ensure that the bank is compliant with PRA Basel 3.1 regulation by the date the regulation comes into force (i.e. 1st January 2027). The project will implement Full BA-CVA so that the calculation will recognize hedges to a degree. The project will review and, where necessary, implement all required components (dataset, hot fixes, batches, etc) in the vendor's regulatory solution to calculate and report BA-CVA capital for in-scope transactions and counterparties according to Bank of England rules. The Business Analyst (BA) will play a key role in analysing, documenting and verifying as well as testing the BA-CVA calculations provided in a third-party vendor product being implemented at the bank. The BA will work closely with Finance, Credit risk and IT teams to ensure full verification and testing ahead of implementation.ResponsibilitiesThe role holder will be responsible for the following: Analyse and validate the BA-CVA calculations from the third-party vendor product Document findings, processes and workflows where applicable Gather, analyse, and document business requirements related to SA-CCR, CCR, and regulatory capital calculations. Engage stakeholders for review, input and where applicable sign off Collaborate with technical team to document and test the third-party vendor product BA-CVA calculations Support E2E (end to end) testing UAT to validate BA-CVA calculations Liaise with vendor where applicable Tasks as a Business Analyst could also include: Performing requirements gathering and compiling formal Business Requirements and Functional Specification documents. Covering all aspects of Business Analyst engagement throughout the Project Development lifecycle including but not limited to: o Formulating and presenting proposed solutions to the business users. This may incorporate illustrative calculations using production data. o Formulating testing approaches and compilin