Technical Business Analyst – Basel / XVA / FRTB

Technical Business Analyst / Product Owner (Basel / XVA / FRTB)

Employment Type: Fixed-Term Contract (FTC)

Location: Canary Wharf, London (Hybrid)

Duration: Long Term

Role Overview

We are looking for an experienced Technical Business Analyst / Product Owner with a strong background in financial services, particularly in XVA, Fundamental Review of the Trading Book (FRTB), and Basel regulatory frameworks.

The ideal candidate will have a combination of business analysis and technical skills, including SQL, Python, advanced Excel, and financial domain knowledge. The role involves working closely with business and technology stakeholders to translate complex financial and regulatory requirements into technical solutions.

Key Responsibilities

• Gather, analyse, and document business and technical requirements.
• Work closely with stakeholders to define product requirements, user stories, and acceptance criteria.
• Support regulatory initiatives related to FRTB and Basel regulations.
• Understand XVA calculations, methodologies, and associated financial risk concepts.
• Translate business requirements into functional and technical specifications.
• Perform data analysis using SQL, Python, and advanced Excel.
• Collaborate with development and data engineering teams on data integration and system enhancements.
• Participate in Agile/Scrum ceremonies and manage product backlogs.
• Ensure effective communication between business stakeholders and technical teams.

Mandatory Domain Knowledge

• Strong understanding of Fundamental Review of the Trading Book (FRTB).
• Knowledge of Basel regulatory frameworks and banking regulations.
• Experience within financial services, investment banking, or capital markets.
• Good understanding of XVA (Valuation Adjustments), including:
• CVA: Credit Valuation Adjustment.
• DVA: Debit Valuation Adjustment.
• FVA: Funding Valuation Adjustment.
• KVA: Capital Valuation Adjustment.
• MVA: Margin Valuation Adjustment.
• Strong understanding of financial products, derivatives, and risk management concepts.

Technical Skills

• Strong proficiency in SQL, including complex queries, joins, and performance tuning.
• Hands-on experience with Python for data analysis and automation.
• Advanced Microsoft Excel skills.
• Experience with MongoDB, including document data modelling, querying, and aggregation pipelines.
• Understanding of data structures, ETL processes, and system integrations.
• Exposure to APIs, microservices architecture, or cloud platforms is an advantage.

Key Requirements

• Financial services / Investment Banking domain experience.
• Strong FRTB and Basel regulatory knowledge.
• XVA domain experience.
• SQL, Python, and Advanced Excel.
• Technical Business Analysis / Product Owner experience.
• Ability to work in a hybrid model from Canary Wharf, London.