Quantitative Risk Business Analyst
Quantitative Risk Business Analyst
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Job Description
The Quantitative Risk Business Analyst will assist the Director Financial Risk Lead at Visa Direct for counterparty market and liquidity risks. Reporting to the Director the role with provide timely and high-quality output to internal stakeholders relating to assessing such risk undertaking risk analysis and making recommendations for risk treatment activities consistent with applicable frameworks policies and Visas Risk Appetite.
This role would benefit from some understanding of the payments and financial services industry business environment and implementing risk treatment activities within that setting but it is not mandatory for the right candidate with potential. Must work collaboratively with cross functional & geographically diverse teams both externally and internally to execute against a common goal of protecting the Visa Enterprise.
Candidate will be responsible for:
- Ongoing analyses of counterparty risk seeking to minimize losses that results from exposures to Network Partners and Clients FX trading including:
- Provide analyses for potential future exposures (PFE).
- Working with 1st line teams to prepare such output.
- Ongoing support of market risk seeking to identify and quantify market risk as they arise using value-at risk (VAR).
- Ongoing support of liquidity risk seeking to identify and quantify liquidity risk as they arise developing and maintaining Tableau dashboards for monitoring.
- General support of the oversight of financial risks working closely with colleagues across various businesses to assess exposure and periodically deploy appropriate risk mitigation measures including stress testing scenario and market risk analyses.
- Assisting ad hoc implementation of a suite of risk metrics & reporting to help identify of risks the ongoing monitoring of risks the measuring financial risk exposures & investigating limit breaches for timely action.
- Ad hoc production of timely and effective management information and analysis to help inform key business and risk decisions including preparing Committee quarterly reports to be used in the discussion with senior management to respond to credit risk related questions during the meetings to support the discussion.
- Support periodic updates to senior leadership regulators and other external parties on Visas financial risk management activities for the Visa Direct business unit.
This is a hybrid position. Expectation of days in office will be confirmed by your Hiring Manager.
Qualifications :
Requirements:
- A strong analytical ability a quantitative problem-solving mindset and data analytics skills (SQLTableau with at least one of R or Python)
- A grasp of stochastic calculus as it is applied to the foreign exchange markets.
- Familiarity of Financial Risk Management techniques and approaches including Value-at-Risk hedging and controls stress testing and scenario analysis for both day-to-day and theoretical analysis.
- Strong interpersonal and collaboration skills excellent verbal and written communication skills methodical and meticulous with high attention to detail.
- Self-starter confident dealing with senior executives and to think on their feet in a time critical environment.
- A curious attitude and a want and drive to challenge the status quo to deliver innovative risk management solutions within a business growth mindset.
- Several years of relevant experience in at least one of: forex counterparty risk market risk and/or liquidity risk experience within financial services or payments organisations.
- Knowledge skill and understanding in applying margin models.
- Commercial front end client facing experience & understanding of the Payments industry and Visa Products and Services.
- Knowledge of Visas Global Risk programs.
- Familiarity of regulated environments including direct engagement with supervisors.
Additional Requirements:
- Bachelors Degree in STEM or finance a CQF qualification is preferred.
- Excellent interpersonal presentation communication and facilitation skills plus ability to work independently and effectively in a continually changing environment.
- Ability to develop strong relationships and work with all organizational levels.
- Highly competent with Excel.
- Proficiency in MS Word Access PowerPoint.
Additional Information :
Visa is an EEO Employer. Qualified applicants will receive consideration for employment without regard to race color religion sex national origin sexual orientation gender identity disability or protected veteran status. Visa will also consider for employment qualified applicants with criminal histories in a manner consistent with EEOC guidelines and applicable local law.
Remote Work :
No
Employment Type :
Full-time
Employment Type
Full-time
