QUALIFICATIONS / SKILLS / EXPERIENCES:

• 7+ years of experience in business requirement gathering, data analysis, modelling, testing, and documentation within the financial and/or IT industry

• Ability to create, oversee, and track testing requirements and test artifacts amongst various groups

• Experience creating detailed test strategy documents and plans

• Experience with Market Risk, Credit Risk, and Equities derivatives pricing modelling is an asset

• Ability to conduct User Acceptance Testing including designing tests, develop detailed test cases

• Intermediate to high level and understanding of financial products and models

• Strong working knowledge and hands-on experience using a common industry used programming language (e.g. Python) in the context of data and statistical analysis.

• Good inter-personal skills to build and maintain productive working relationships with various business partners across the Bank and on different levels of organization.

Must haves:

- Requirements gathering

- Data analysis

- Model implementation experience

- Experience creating detailed test strategy documents and plans

- Testing experience- UAT ( test artifacts for equities derivatives pricing models, and integration with related input models (e.g. curves) and downstream risk models (e.g. VaR, FRTB, Counterparty Credit Risk).

- Understand financial products and models

- Python exp

- Jira/ Confluence

Nice to have:

-Market Risk, Credit Risk, and Equities derivatives pricing modelling