Strategic Prog - BSA (FRTB, Market Risk, Capital Markets) - #104657

CGI Group

Date: 2 weeks ago
City: Toronto, ON
Contract type: Full time
Position Description:

This role is hybrid and requires you to be at our client's office (155 Wellington St W, Toronto) at a minimum 3 days per week - subject to change at any time.

This is an experienced business analyst role focused on making enhancements to existing the FRTB SA implementation and undertaking new builds to accommodate evolving requirements of multiple Regulatory jurisdictions (for example US Basel 3). As a member of the FRTB BA team, you will be doing detailed business analysis of FRTB SA requirements for specific asset classes and identify gaps with respect to existing FRTB infrastructure. You will handle business analysis aspects of IT delivery with focus on delivering functional requirements documents, excel prototypes of data processing and providing walkthrough of the detailed business requirements to Dev and QA teams.

Your future duties and responsibilities:

• Develop detailed understanding of the existing FRTB SA implementation and the FRTB SA requirements for multiple jurisdictions
• Work closely with business users to understand business requirements and demo system functionality
• Prepare high level and detailed requirements specifications for the project in accordance with SDLC objectives
• Efficiently perform the day to day business analysis tasks including documentation of requirements, data analysis and UAT
• Work closely with development team to explain the requirements, validate the design assumptions for various business scenarios and testing
• Support QA team in creation of UAT test cases against business requirements

We thrive on the challenge to be our best, progressive thinking to keep growing, and working together to deliver trusted advice to help our clients thrive and communities prosper. We care about each other, reaching our potential, making a difference to our communities, and achieving success that is mutual.

• A comprehensive Total Rewards Program including bonuses and flexible benefits, competitive compensation
• Opportunities to build distributed systems using the latest big data frameworks for advanced analytics
• Leaders who support your development through coaching and managing opportunities
• Ability to make a difference and lasting impact
• Work in a dynamic, collaborative, progressive, and high-performing team
• Opportunities to do challenging work
• Opportunities to take on progressively greater accountabilities

Required qualifications to be successful in this role:

• Relevant FRTB experience: Modeling of different product types in FRTB SA including Bonds, Equity, FX etc. Enhancements required in FRTB to onboard new product types and produce sensitivities (Delta, Vega, Curvature) and P&L vectors required for Standardized Approach and Internal Models Approach under FRTB
• Understanding of financial products (Bonds, Equity, FX etc.) and their valuation
• Strong knowledge of market risk management (Basel/FRTB, VaR, Greeks etc.) is essential
• 8+ years previous work experience as a Business Analyst
• Documentation skills - ability to succinctly articulate requirements, summarize data analysis and present to business users and development team
• Strong proficiency in Excel and PowerPoint
• Strong data analysis skills are required including analyzing large data sets in Excel and using SQL queries
• Experience building enterprise scale applications involving large data volumes and computations
• Bachelor’s degree in Information Technology, Computer Science or Quantitative finance, Mathematics or related field
Nice to Have
• Understanding of Market Risk Capital reporting and processing performed by Risk Control function in a Bank
• Good understanding of Basel 3 regulatory environment and its evolution and challenges
• Familiar with Agile/Scrum and experience with continuous integration development
• Professional risk/finance certifications (e.g. FRM, PRM, CFA)


  • Business Analysis
  • Business Process Analysis
  • Business Process Modelling
  • Data Analysis
  • Financial Services
  • Requirements Analysis
  • SAP MS Excel Analysis
  • Securities and Derivatives
  • Solution Analysis
What you can expect from us:

Insights you can act on

While technology is at the heart of our clients’ digital transformation, we understand that people are at the heart of business success.

When you join CGI, you become a trusted advisor, collaborating with colleagues and clients to bring forward actionable insights that deliver meaningful and sustainable outcomes. We call our employees ''members'' because they are CGI shareholders and owners and owners who enjoy working and growing together to build a company we are proud of. This has been our Dream since 1976, and it has brought us to where we are today - one of the world’s largest independent providers of IT and business consulting services.

At CGI, we recognize the richness that diversity brings. We strive to create a work culture where all belong and collaborate with clients in building more inclusive communities. As an equal-opportunity employer, we want to empower all our members to succeed and grow. If you require an accommodation at any point during the recruitment process, please let us know. We will be happy to assist.

Ready to become part of our success story? Join CGI - where your ideas and actions make a difference.

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