Imported from previous forum
[ original email was from Adam Elkind - aelkind@comsys.com ]
Knowledge of wholesale financial products
REQUIRED; specifically - exposure to middle
office clearing/settling/pricing of OTC
Derivatives, Repo’s, Reverse Repo’s, Securities
borrow/lend and Investment
securities.
Responsibilities include:
(1) Liaising with Business team on business
requirements, func specs & test scenarios related
to Financial products (Basel II credit risk rules
testing and associated reporting requirements).
In particular will be analyzing the impact of
Expected Positive Exposure methodology on
build.
(2) Preparing test scenarios, test
cases, and
preparation of test data.
(3) Preparing functional specifications and
use cases for Reporting of Basel II credit risk
results based on Business team
requirements.
(4) Active involvement in SIT
and UAT phases:
preparing analysis of test results, researching
and resolving differences, and updating
functional specifications for required changes
Please forward resumes to: aelkind@comsys.com