IT Business Analyst - IRRBB & Liquidity Risk

AI overview

Support the design and enhancement of risk management systems in banking with strong domain expertise in IRRBB and Liquidity Risk while collaborating across multiple departments.

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.

Requirements

Required Skills & Experience

Domain 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.

Unison Consulting was launched in Singapore on September 2012, the hub of the financial industry, with innovative visions in the technocratic arena. We are a boutique next-generation Technology Company with strong business-interests in Liquidity risk, Market Risk, Credit Risk and Regulatory Compliance. Unison provides technology consulting and services to implement Risk Management and Risk Analytics System for Financial Institutions. Our services suite comprises of Techno-Functional consulting, systems integration, Business Intelligence, information management, and custom development of IT solutions, plus project management expertise for financial institutions. We have expertise in latest cutting edge technology to achieve better total cost of ownership. Through our qualified professionals, we assist you drive your unique risk management strategies, whether that means efficient monitoring, improving risk appetite of the financial institutions, complying with regulations, or capturing growth opportunities through innovation, this is what maximizes your decision taking potential. At Unison Consulting, we view clients as partners, and our success is only measured by the success of our partners. So we put it all on the table in order to exceed expectations. Our staff consists of young, energetic and innovative consultants who are never afraid to challenge the conventions and push the boundaries in an effort to help our clients. For every project, no matter how large or how small, we strive to not only meet your needs, but deliver a showcase in your field.

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