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Moteur de recherche d'offres d'emploi Crédit Agricole CIB

Market Risk Business Analyst FRTB

Vacancy details

General information


Crédit Agricole CIB is the corporate and investment banking arm of Credit Agricole Group, the 12th largest banking group worldwide in terms of tier 1 capital (The Banker, July 2019). Nearly 8,400 employees across Europe, the Americas, Asia-Pacific, the Middle East and North Africa support the Bank's clients, meeting their financial needs throughout the world. Crédit Agricole CIB offers its large corporate and institutional clients a range of products and services in capital markets activities, investment banking, structured finance, commercial banking and international trade. The Bank is a pioneer in the area of climate finance, and is currently a market leader in this segment with a complete offer for all its clients.

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Publication date


Job description

Business type

Types of Jobs - Information systems / IT Project management

Contract type

Permanent Contract

Job summary


The Fundamental Review of the Trading Book (FRTB) is a new piece of Basel committee regulation that will overhaul existing trading book capital requirements replacing Basel 2.5 package. This will shape the business processes of the bank for the years to come.

The new approach (SA and IMA) imposed by the regulator raises challenges both technically and functionally.

The project is still in the early phases which is an ideal opportunity to join this fast-paced, high-impact project.

The candidate will be assigned business feature working in collaboration with feature owner (from MCR team) and will produce business analysis and liaise with code designer for the quotation and with developer for the implementation

Main responsibilities

Responsible for the functional knowledge

Liaise with IT business lines contacts for clarification and understanding of requirements.
Analyze functional impacts considering technical constraints with technical lead’s help
Prepare and present functional aspects of changes/evolutions to developers
Draft detailed functional specifications/users stories for developers, in line with general specifications or list of requirements provided by project manager / Business Analysts
Support the technical development team in any functional aspects.
Organize and keep up to date detailed functional documentation
Responsible for the functional testing of development

Develop tests strategy in coordination with project manager / Business Analysts
Conduct continuous testing in development environment for development monitoring
Write functional unit test cases and functional test cases for system verification
Follow the user acceptance test and coordinate the prioritization with project manager
Involved in support of application for functional incident

2nd level support work on request escalated from level 1
Reproduce, make first analysis and investigate verifying codification and data
Analyze and/or solve functional problems in coordination with developers

Position localisation

Geographical area

Asia, Singapore



Candidate criteria

Minimal education level

Bachelor Degree / BSc Degree or equivalent

Academic qualification / Speciality

Degree in related field

Level of minimal experience

6-10 years


• 6+ years as a Business Analyst in Investment Bank organization within Market Risk department
• Technical experience to be comfortable with data models and SQL
• Hands-on experience as liaison function between the onshore IT business lines and offshore technical teams and as primary functional support for development team
• Thorough experience in functional testing and validation of development

Required skills

 Market Risk knowledge (Pnl explanation, VaR and Stress VaR analysis is a must)
 General banking and finance understanding and knowledge
 Market data (Volatilities, Curves,…), Sensitivities
 Regulatory knowledge (including Basel III, Basel II, Basel I, SIMM, FRTB, CVA, …)
Other Professional Skills and Mind-set
 Ability to convey clearly and concisely ideas in a concrete and coherent way.
 Ability to easily communicate with multi-cultural team members
 Project cycle methodology
 Strong technical skills in tests methodology
 Strong organizational skills
 Strong ability to analyze and summarize
 Self-sufficient and pro-active in sourcing information
 Strong sense of confidentiality

Technical skills required