Senior Traded Risk Analyst (Techno Functional)

As a Techno-Functional Business Analyst for a major Australian bank, your role involves supporting Risk Technology in migration, maintenance, upgrade, and optimization initiatives. You will work with Treasury Front Office, TMO, and Risk teams to deliver a stable and efficient risk management platform for market and funding risk management. Your deep domain expertise and technical skills in Python, SQL, and front-end technologies will be essential for success. Responsibilities: - Support enhancements and optimization initiatives for Market and Credit Risk across the bank's risk technology platform, encompassing functional analysis and technical solution support. - Collaborate with business stakeholders, Risk, Front Office, quantitative analysts, and IT teams to gather requirements. - Participate in functional testing and parallel run activities to validate mark-to-market differences and risk measure accuracy between front-office and risk systems. - Validate and analyze market and reference data across asset classes for Market Risk and FRTB. - Maintain, query, and optimize risk data structures and databases for the risk engine and associated systems. - Develop and utilize Python and SQL-based tools for data analysis, validation, reconciliation, and control reporting. - Support front-end enhancements for internal tools, dashboards, and business workflows. - Analyze and resolve issues related to system configuration, pricing, sensitivities, market data, and trade processing. - Own and lead implementation of Market Risk configurations, including stress testing, back-testing, scenario analysis, and reporting frameworks. - Conduct impact analysis and validation of risk measures such as VaR, PV01, CR01, sensitivities, and PnL vectors. - Troubleshoot and debug complex issues in risk calculations, data flows, interfaces, and reporting outputs. - Prepare and review business requirement documents, functional specifications, and user documentation across risk streams. Qualifications Required: - 8+ years of experience as a Business Analyst in Risk domains, with a strong techno-functional delivery background. - Deep knowledge in Risk models, FRTB, and asset classes including Money Markets, Fixed Income, FX, IR Derivatives, and option products. - Strong hands-on SQL skills for querying, validating, reconciling, and analyzing large datasets. - Hands-on Python experience for data analysis, automation, reconciliation, reporting, and issue investigation. - Experience working with technologies such as Java, .net, JavaScript to support business-facing dashboards or workflow tools. - Experience in Market/Credit Risk functional validations, including Interest Rate VaR, Stress Testing, LGD, PFE, EE, and related risk measures. - Strong stakeholder management and communication skills. Nice to have: - Experience with OTC trading and risk platforms such as Murex, Calypso, and FIS. - Experience with Unix/Linux environments and scripting for operational support and automation. - Exposure to Git, CI/CD pipelines, and modern development lifecycle practices. - Familiarity with AI-assisted development tools. - Relevant certification such as FRM, CQF, CFA. Language: - English: C2 Proficient Seniority: - Senior As a Techno-Functional Business Analyst for a major Australian bank, your role involves supporting Risk Technology in migration, maintenance, upgrade, and optimization initiatives. You will work with Treasury Front Office, TMO, and Risk teams to deliver a stable and efficient risk management platform for market and funding risk management. Your deep domain expertise and technical skills in Python, SQL, and front-end technologies will be essential for success. Responsibilities: - Support enhancements and optimization initiatives for Market and Credit Risk across the bank's risk technology platform, encompassing functional analysis and technical solution support. - Collaborate with business stakeholders, Risk, Front Office, quantitative analysts, and IT teams to gather requirements. - Participate in functional testing and parallel run activities to validate mark-to-market differences and risk measure accuracy between front-office and risk systems. - Validate and analyze market and reference data across asset classes for Market Risk and FRTB. - Maintain, query, and optimize risk data structures and databases for the risk engine and associated systems. - Develop and utilize Python and SQL-based tools for data analysis, validation, reconciliation, and control reporting. - Support front-end enhancements for internal tools, dashboards, and business workflows. - Analyze and resolve issues related to system configuration, pricing, sensitivities, market data, and trade processing. - Own and lead implementation of Market Risk configurations, including stress testing, back-testing, scenario analysis, and reporting frameworks. - Conduct impact analysis and validation of risk measures such as VaR, PV01, CR01, sensitivities, and PnL vectors. - T