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

00334398

PROFILE:

Business Analyst with over 15 years’ experience in the financial sector, combining expertise of Risk and Finance with advanced technical skills, including proficiency in data analysis, system design and coding. Able to perform the role of both leader and individual contributor and adept at functioning as the interface between business and technology teams. Deep understanding of the software development process and extensive Agile project experience.

SKILLS:

• Programming languages: SQL, Python, Java, C#, Visual Basic Software: Axiom, Excel, Jira, Confluence, Alteryx, Power BI
• Business knowledge: Derivatives, Securities, SFTs, Loans, Securitisation, Credit & Counterparty Risk, Market Risk, Settlement Risk, Operational Risk, CRR/COREP, IFR/IFPR, Pillar 3, ICAAP/Stress Testing, IMM, SA-CCR, CVA, Large Exposures, Leverage Exposure, Liquidity (LCR & NSFR).

EDUCATION:

University

BSc Computer Science/Software Engineering with Business Studies, 2:1 Final Year Project: Digital Audio Toolkit developed in Java

CAREER HISTORY:

April 2024 - Present

Financial Institution

Business Analyst, International Controllers

• Part of a team of BAs responsible for all UK and EU regulatory capital calculations and reporting (Credit, Market and Operational Risk; Liquidity; Large and Leverage Exposures).
• Initial focus was the implementation of CRR2 calculations and reporting in Axiom to replace the EU
• bank’s manual process, followed by CRR3 and Pillar 3.
• Currently working on the implementation of IFR/IFPR calculation and reporting in Axiom for the EU and UK broker-dealers.
• Designed feeds from Axiom to the Finance Amazon S3 datastore and built Power BI reports using this data for internal capital monitoring.

February 2022 – April 2024

Investment Banking

Business Analyst, Treasury and Chief Investment Office

• Led team of BAs covering all regulatory Credit Risk (RWA, SA-CCR, IMM, CVA, Securitisation, Settlement Risk) and ICAAP stress-testing calculations for the UK and EU entities.
• Focus was defining requirements for migration of calculations from vendor system (Axiom) to an in- house system (Athena), and changes required to support the up-coming Basel 3.1 / CRR3 implementation.
• Created workflows in Alteryx to perform automated regression testing of application releases.

June 2019 - February 2022

Investment Banking

Business Analyst, Finance Change

• Lead BA for a new firmwide regulatory capital calculation system which was replacing the existing separate systems used by the Investment and Private Banks for EAD, RWA, Large/Leverage Exposures.
• Primary responsibility was to analyse the existing calculators and design a harmonised workflow that could accommodate the requirements of both banks.
• Additionally determined the data to be sourced into the calculator from the new consolidated Big Data (Hadoop) store which was being developed in parallel.

December 2018 - May 2019

Banking

Business Analyst, Credit Risk

• Co-ordinated all Credit Risk activities required to support the migration of EEA clients from the UK Investment Bank to the bank as a result of Brexit.
• Primary responsibility was setup of new credit limits for migrating clients. This required co-ordination with the Front Office and Credit Officers to establish limits that were sufficient for trading to continue but within the lower risk appetite of the bank.
• Ran What-If exposure calculations in the Credit Risk engine to determine the impact of migrating trade portfolios and determine the adjustments required to credit limits at both entities.

May 2017 - November 2018

Investment Banking

Business Analyst, Finance Change

• Lead BA for SA-CCR in the Investment Bank. Responsible for documenting and testing all changes required to the SA-CCR calculations performed by the Credit Risk engine.
• Created an EUCT for calculating SA-CCR exposure of hypothetical trade portfolios for capital impact projections.
• Worked with the Front Office to extend the quant models to calculate the supervisory delta for exotics.

July 2016 - May 2017

Banking

Business Analyst, Global Markets Regulatory IT

• Responsible for all regulatory Counterparty Credit Risk changes required for establishment of the UK Ring Fenced Bank (as part of PRA Structural Reform).
• Primarily this involved defining the requirements for Basel 3 CCR RWA calculation and reporting for the new ring-fenced bank’s Derivatives and SFT positions.

April 2014 - July 2016

Investment Banking

Business Analyst, Finance Change

• Responsible for delivery of a tactical SA-CCR calculator used for FINMA Quantitative Impact Studies.
• Defined and documented all requirements and oversaw and tested the build performed by an external consultancy.
• Reviewed SA-CCR exposures with Front Office and Risk, identifying optimisations to increase accuracy of calculations.
• Led discussions with a peer bank on interpretation and implementation of BCBS279.

Business Analyst, IB Change

• Responsible for defining all netting and collateral requirements for IMM calculations which required changes to the Front Office risk engine, quant models and Credit Risk management system.

September 2013 - April 2014

Investment Banking

Test Analyst, FICC Central Risk IT

• Responsible for Fixed Income product testing on the Universal Trade Representation programme, an initiative to generate uniform derivatives exposure profiles across Front Office risk engines for consumption by Credit Risk.
• Built an automated test framework using C# and Python that could generate exposure profiles using the risk engine API and compare these to the legacy Credit Risk exposure profiles.

November 2012 – September 2013

Investment Banking

QA Lead, Fixed Income Derivatives IT

• Led the team responsible for testing of IMM exposure calculations, which were being migrated from a vendor application (Quic) to the Fixed Income risk engine.
• This included testing of the new models that had been developed which increased product coverage and enabled collateral to be factored into the exposure calculation.

May 2010 - November 2012

Banking

Test Team Lead, Counterparty Risk Trading IT

• Led team responsible for testing all applications used by the XVA desk, primarily the Monte Carlo CVA risk engine.
• Built automated test tools using C# and Python for regression testing of risk engine and quant library releases.
• Co-ordinated UAT performed by the Front Office users.

July 2009 - May 2010

Financial Services

Test Analyst, Credit Derivatives

• Responsible for manual and automated testing of all Credit Derivative applications, primarily the core Credit Default Swap pricing data service.

References Available Upon Request

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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