If you are interested in this candidate, please contact Charlie Watson via email cwatson@cerfinancial.co.uk or call on 0207 626 6065.

00355184

PROFILE:

Senior Business Analyst with over 15 years' experience delivering regulatory and technology transformation programmes within Tier 1 investment banks, designing and delivering production-grade strategic reporting platforms. Practical experience using AI tooling (HSBC proprietary LLM API) to generate JIRA stories, automate business requirements and accelerate documentation workflows at programme scale. Trusted lead in high-ambiguity regulatory environments (BCBS 239/TWD), responsible for scoping, designing and resolving complex multi-stakeholder problems where requirements evolve throughout the programme lifecycle. Skilled at translating complex technical requirements into intuitive user journeys and actionable data products.

SKILLS:

• Business Analysis & Requirements Engineering
• Market Risk (VaR, BCBS 239, Stress Testing, FRTB)
• Credit Risk Reporting & Regulatory Change
• Data Analysis: SQL, Python, Power Query, Dremio
• ETL, Data Governance & Data Lineage
• Agile, SDLC, JIRA, Confluence & UAT Management
• Stakeholder Management (C-Suite to Offshore Development Teams)
• Platform Migration & Greenfield Delivery

CAREER HISTORY:

November 2025 – June 2026

Banking

Business Analyst – Financial Engineering Data Solutions Architecture

• Performed business analysis and developed the roadmap for migrating Wholesale Credit and Climate Risk businesses from SAS technologies to a strategic Python-based Hadoop environment.
• Mapped current and target state operating models using end-to-end swim lane process diagrams in Visio, capturing data lineage and process dependencies.
• Implemented integration of the banks proprietary LLM and Machine Learning processes into strategic workflows, replacing manual activities with AI-augmented automation.
• Leveraged LLM tools to generate business requirements documentation and JIRA user stories.
• Gathered detailed Model Risk Management documentation for climate-specific tail assumptions.
• Key Achievement: Authored the enterprise best-practice framework for HSBC's strategic SAS-to-Anaconda 5 Credit Modelling migration.

June 2025 – November 2025

Independent Project Development

AI Tooling

• Designed and developed the JobFit Heroes platform, a Python-based job matching application integrating BERT NLP, TF-IDF keyword analysis and Anthropic LLM gap analysis.
• Built automated WhatsApp notifications using Twilio.
• Key Achievement: Delivered a production-grade platform end-to-end, demonstrating ownership across the full UX lifecycle from wireframing through deployment.

November 2021 – June 2025

Banking

Senior Business Analyst – Finance Regulatory Transformation & Change

• Delivered the banks global Exit Cost Calculation Platform, supporting the PRA Trading Wind-Down (TWD) regulatory framework across global trading businesses.
• Led collaboration between Risk Management, Price Verification and Technology teams to define Exit Cost methodologies for both linear and derivative products.
• Global Product Owner for Bonds and Interest Rate Derivatives within the Exit Cost Calculation programme.
• Led Agile delivery including backlog refinement, sprint planning, stakeholder demonstrations, JIRA epic management, UAT and production release.
• Managed stakeholder engagement across Traded Risk, Product Control and senior leadership globally.
• Developed complex SQL queries against the Dremio data lake to validate and reconcile pricing data.
• Improved data quality and accuracy by approximately 40% through enhanced ETL pipelines and data controls using SQL, Python, Dremio and Power Query.
• Reduced deployment times by approximately 20% by producing high-quality business requirements and data control documentation.
• Mentored junior Business Analysts through peer reviews and guidance on requirements documentation and UAT processes.
• Key Achievement: Successfully delivered the global Strategic Exit Cost Calculation Dashboard, including user training, across multiple asset classes.

July 2019 – November 2021

Banking

Senior Business Systems Analyst – Market Risk Transformation & Change

• Senior Business Analyst responsible for migrating Market Risk platforms from legacy in-house systems to Orchestrade and Murex.
• Led migration of Risk Factor Sensitivity reporting across all asset classes.
• Responsible for the complete SDLC from requirements gathering through implementation and testing.
• Lead Business Analyst for the LIBOR/RFR Migration Programme.
• Managed communication between global onshore and offshore teams and produced programme reporting.
• Key Achievement: Successfully migrated Market Risk reporting across all asset classes to the Orchestrade platform.

March 2018 – March 2019

Career Break

Family care responsibilities.

March 2015 – March 2018

Investment Banking

Lead Business Analyst – BCBS 239 Regulatory Risk Reporting Transformation

• Delivered a global BCBS 239-compliant Strategic Market Risk Dashboard aligned with Golden Source data principles.
• Facilitated workshops and interviews, translating business needs into functional specifications and SQL control scripts supporting FDSF governance.
• Produced wireframes and UI mock-ups using Visio and Balsamiq together with dashboard visualisations using Grafana and Excel Power Query.
• Authored JIRA requirements with full traceability and achieved 100% UAT completion through effective QA collaboration.
• Designed end-to-end user journeys and process flows mapping data from source systems to regulatory reporting.
• Managed backlog, testing, production releases and global end-user training.
• Key Achievement: Delivered the global Strategic Market Risk Dashboard on schedule.

July 2012 – October 2014

Banking

Senior Business Analyst – Independent Price Verification

• Led remediation of End User Applications onto a controlled C# .NET strategic platform.
• Managed lifecycle delivery for migration of IPV calibration spreadsheets to strategic technology.
• Gathered business requirements and converted BRDs into functional and non-functional specifications.
• Produced wireframes and UI mock-ups.
• Wrote JIRA user stories and acceptance criteria and supported successful UAT delivery.
• Prioritised work for offshore Global Application Development teams.
• Coordinated with internal and external auditors regarding Expected Loss reserve sign-off.
• Key Achievement: Delivered the global Operational Risk Expected Loss Reduction Platform, reducing Operational Risk Expected Loss by approximately $5.25 million.

June 2010 – December 2011

Banking

Senior Business Analyst – Independent Price Verification

• Developed an independent valuation platform for Fixed Income, Credit and Inflation Products.
• Managed business and functional requirements including UI mock-ups and wireframes.
• Designed pricing and second-line control processes to improve scalability and reduce operational risk.
• Delivered IFRS Level III reporting and Balance Sheet reconciliation solutions.
• Key Achievement: Delivered the global IPV Calculation Platform, reducing untested populations by approximately 33% within six months while significantly reducing reporting times.

January 2010 – May 2010

Financial Services

Consultant Risk Manager – Equity Derivatives Risk

• Managed UAT, testing and validation of Historical Simulation VaR models supporting CFD margin calculations.
• Delivered live implementation into production.
• Produced business and functional requirements documentation.
• Key Achievement: Successfully designed, tested and implemented a new standalone margining system.

October 2005 – October 2009

Investment Banking

EMEA Risk Manager – Risk Measurement & Management

• Managed EMEA Risk for new products across multiple asset classes.
• Led development of new Credit and Market Risk data feeds across the front-to-back trade lifecycle.
• Built strong relationships with senior management and key stakeholders.
• Delivered Risk Management mandates for new entities.
• Managed EVT/HS VaR and Stress Testing data for new products.
• Led remediation of spreadsheet-based EUAs to reduce operational risk charges.
• Key Achievement: Reorganised and optimised the New Business Risk Management process, reducing deadline slippage by over 80%.

EDUCATION:

2020–2021: University

Postgraduate Diploma (PGD), Applied Data Science

1998–2001: University

MSc, Mathematical Trading & Finance

1992–1995: University

BSc (Hons), Business Studies (Finance Major)

If you are interested in this candidate, please contact Charlie Watson via email cwatson@cerfinancial.co.uk or call on 0207 626 6065.
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