IT Business Analyst - IRRBB & Liquidity Risk at Unison Group

Chennai, tamil nadu, India -

Full Time

Start Date

Immediate

Expiry Date

12 Apr, 26

Salary

0.0

Posted On

12 Jan, 26

Experience

5 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

Skills

IT Business Analyst, IRRBB, Liquidity Risk, Regulatory Reporting, Business Requirements, Functional Specifications, Data Requirements, Agile, Waterfall, SQL, Data Quality, Treasury Management, ALM, UAT Coordination, Documentation, Risk Management, Stress Testing

Industry

Business Consulting and Services

Description

Role Overview We are seeking an experienced IT Business Analyst with strong domain expertise in Interest Rate Risk in the Banking Book (IRRBB) and Liquidity Risk to support the design, implementation, and enhancement of risk management systems and regulatory reporting solutions. The role requires close collaboration with Risk, Treasury, Finance, and Technology teams to translate regulatory and business requirements into effective IT solutions. Key Responsibilities Act as a bridge between Business (Risk/Treasury) and Technology teams for IRRBB and Liquidity initiatives. Gather, analyze, and document business and regulatory requirements related to IRRBB (EVE, NII) and Liquidity Risk (LCR, NSFR, ALM metrics). Translate business requirements into functional specifications, data requirements, and process flows. Support implementation and enhancement of risk calculation engines, ALM systems, data marts, and regulatory reporting platforms. Work closely with developers, architects, and QA teams throughout the SDLC (Agile/Waterfall). Validate system outputs, perform UAT coordination, and support defect resolution. Ensure solutions comply with regulatory guidelines (Basel III/IV, BCBS 368, local regulator requirements). Analyze upstream/downstream data flows, source systems, and data quality issues. Support production issues, change requests, and continuous improvement initiatives. Prepare clear documentation including BRDs, FRDs, user stories, test cases, and traceability matrices. Required Skills & ExperienceDomain Knowledge Strong hands-on experience in IRRBB: EVE and NII calculations Behavioral modeling (NMDs, prepayments) Yield curve construction and interest rate scenarios Strong understanding of Liquidity Risk: LCR, NSFR, cash flow gaps Funding concentration, stress testing ALM concepts Good knowledge of Treasury & Balance Sheet Management concepts. Business Analysis & IT Skills Proven experience as an IT Business Analyst in banking/financial services. Strong requirement elicitation and documentation skills. Experience working with risk systems, ALM platforms, or vendor solutions (e.g., QRM, Murex, Moody’s, FIS, in-house platforms). Solid understanding of data models, SQL, and data lineage. Experience with Agile (JIRA, Confluence) and/or Waterfall methodologies. Ability to work with large datasets and complex calculations. Regulatory Knowledge Basel III / IV IRRBB (BCBS 368) Liquidity Risk standards (LCR, NSFR) Familiarity with local regulatory reporting requirements is a plus.

Responsibilities

The IT Business Analyst will act as a liaison between business and technology teams to support IRRBB and Liquidity Risk initiatives. Responsibilities include gathering requirements, translating them into specifications, and ensuring compliance with regulatory guidelines.