MOA Consultant Market Risk

Project overview

Context of the mission

Our client, a major player in the banking sector, is looking for an experienced Business Analyst (MOA) consultant in Market Risk to support the evolution of its IT system dedicated to the management and monitoring of financial risks.

Under the sponsorship of BEDL, the mission aims to qualify business needs, analyze their impacts on the various downstream application chains of the Market Risk IT system, and ensure the consistency of data and processes.

The consultant will work in a complex functional and technical environment, involving several applications (SFDH, PRISM, MARSA, Origami, and Datalake Hub), with significant challenges related to risk metrics, data modeling, and interactions between Front Office systems and Risk systems.

Work environment

Mission details

Main missions

Objectives:

Goals:

• Location: Paris
• Schedule: Full-time
• Remote work: 2 days per week
• Start date: 01/04/2027
• Sector: Banking / Capital Markets
• Gather, analyze, and qualify business needs related to Market Risks.
• Evaluate the functional and technical impacts of evolutions on the downstream application chains of the Risk IT system.
• Ensure the consistency of risk data between different applications.
• Support the definition and evolution of Market Risk data models.
• Ensure a good understanding of the interactions between Front Office systems and risk management tools.
• Make the processes and data used for calculating and monitoring market risks more reliable.
• Ensure the alignment of IT system evolutions with business needs.
• Secure data flows and interactions between applications.
• Facilitate the integration of functional evolutions into the existing application ecosystem.

Responsibilities

Expected deliverables:

Proposed deliverables, to be confirmed with the client:

Monitoring and verification:

Reporting:

• Gather and formalize needs from Market Risk business teams.
• Perform functional impact analyses on applications SFDH, PRISM, MARSA, Origami, and Datalake Hub.
• Analyze financial data and risk metrics: P&L, P&L Explain, sensitivities, Value at Risk (VaR), Stress Tests.
• Study conceptual and physical data models related to Market Risks.
• Analyze Market Data, reference data, risk factors, and sensitivity issues.
• Understand Front Office functional architectures, particularly Calypso, to identify modeling constraints.
• Study impacts related to financial product modeling, pricing methods, cash flows, and risk factors.
• Ensure functional coordination between Risk, Front Office business teams, and IT teams.
• Participate in the functional validation of evolutions and their integration into application chains.
• Expressions of need and functional specifications.
• Impact analyses on application chains and data flows.
• Functional mappings of applications and flows.
• Documentation of Market Risk data models.
• Data mapping tables between applications.
• Functional testing strategies and specifications.
• Workshop minutes and evolution tracking documentation.
• Verify the conformity of evolutions with business needs.
• Control the consistency of data and risk calculations between different applications.
• Track functional anomalies and corrective actions.
• Participate in testing campaigns and validation of evolutions.
• Track the progress of analyses and functional work.
• Report risks, difficulties, and blocking points.
• Regular communication with business and IT stakeholders.
• Contribution to project monitoring and steering committees.

Project details

• Start: flexible
• Remote: hybrid
• Location: Paris, France, FR
• Languages: French